Alternative specifications of the errors in the Black-Scholes option-pricing model and various implied-variance formulas

✍ Scribed by Abdul Rahman; Lawrence Kryzanowski

• Book ID: 116100002
• Publisher: Elsevier Science
• Year: 1986
• Tongue: English
• Weight: 263 KB
• Volume: 21
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/0165-1765(86)90123-0