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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Evaluating forecasts of correlation using option pricing
Gibson, Michael S.
;
Boyer, Brian H.
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 18-38
Persistent link: https://www.econbiz.de/10001355577
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EVALUATING FORECASTS OF CORRELATION USING OPTION PRICING - Black and Scholes assumed that the underlying asset's volatility was constant and known in deriving their option pricing...
Gibson, Michael S.
;
Boyer, Brian H.
- In:
The journal of derivatives : the official publication …
19980
,
pp. 18-38
Persistent link: https://www.econbiz.de/10007374520
Saved in:
3
EVALUATING FORECASTS OF CORRELATION USING OPTION PRICING - Black and Scholes assumed that the underlying asset's volatility was constant and known in deriving their option pricing...
Gibson, Michael S.
;
Boyer, Brian H.
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 18-38
Persistent link: https://www.econbiz.de/10007346977
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