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Trading losses from using a sample estimate of the variance in the Black-Scholes model : a simulation analysis
Levy, Haim - In: Advances in quantitative analysis of finance and … 3 (1995), pp. 153-161
Persistent link: https://www.econbiz.de/10001211141
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Are term premiums risk premiums?
Brooks, Robert - In: Advances in quantitative analysis of finance and … 3 (1995), pp. 131-146
Persistent link: https://www.econbiz.de/10001201309
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Trading losses from using a sample estimate of the variance in the Black-Scholes model : a simulation analysis
Levy, Haim; Yoder, James A. - In: Advances in quantitative analysis of finance and … 3 (1995), pp. 153-161
Persistent link: https://www.econbiz.de/10009924637
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Are term premiums risk premiums?
Brooks, Robert; Levy, Haim; Livingston, Miles - In: Advances in quantitative analysis of finance and … 3 (1995), pp. 131-146
Persistent link: https://www.econbiz.de/10009924639