Alternative specifications of the errors in the Black-Scholes option-pricing model and various implied-variance formulas
Work
Year: 1986
Type: article
Source: Economics Letters
Authors Abdul Rahman, Lawrence Kryzanowski
Institution Concordia University
Cites: 10
Cited by: 5
Related to: 10
FWCI: 1.237
Citation percentile (by year/subfield): 63.03
Subfield: Finance
Domain: Social Sciences
Open Access status: closed