Alternative specifications of the errors in the Black-Scholes option-pricing model and various implied-variance formulas
type: Item
instance of: scholarly article
title: Alternative specifications of the errors in the Black-Scholes option-pricing model and various implied-variance formulas
zbMATH Open document ID: 1328.91279
DOI: 10.1016/0165-1765(86)90123-0
author: Lawrence Kryzanowski
author: Abdul H. Rahman
published in: Economics Letters
publication date: 2016-01-01T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6524982
MaRDI profile type: Publication
full work available at URL: 0165-1765(86)90123-0
OpenAlex ID: W2077676064
description: scientific article; zbMATH DE number 6524982