On the striking price bias of the Black-Scholes formula with an estimated variance rate
Autor: | Chaudhury, Mohammed M. |
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Zdroj: | In Economics Letters 1987 25(4):359-362 |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Chaudhury, Mohammed M. |
---|---|
Zdroj: | In Economics Letters 1987 25(4):359-362 |
Databáze: | ScienceDirect |
Externí odkaz: |