Work

Accounting for Biases in Black-Scholes

Year: 2004

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.585623

Authors: David K. Backus, Silverio Foresi, Liuren Wu

Institutions: National Bureau of Economic Research, New York University, Goldman Sachs (United States), Baruch College, City University of New York

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1557880822

Cites: 39

Cited by: 156

Related to: 10