Option valuation under uncertain inflation : an empirical comparison of the Merton variable-interest-rate model with the Black-Scholes model and an investigation of pricing efficiency in option markets.
| Autor: | Kensinger, John W. |
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| Jazyk: | angličtina |
| Rok vydání: | 1982 |
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| Zdroj: | Connect to resource. |
| Popis: | Thesis (Ph. D.)--Ohio State University, 1982. Includes vita. Includes bibliographical references (leaves 102-105). Available online via OhioLINK's ETD Center. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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