An Empirical Test of the Black, Scholes and Merton Option Pricing Model Against Competing Models Incorporating Various Non-constant Volatility Processes Applied to Equity Index Options
Author | : Joshua Matthew Garwood |
Publisher | : |
Total Pages | : |
Release | : 2007 |
ISBN-10 | : OCLC:316293477 |
ISBN-13 | : |
Rating | : 4/5 (77 Downloads) |
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