Stochastic equity volatility related to the leverage effect (Q4845150)
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scientific article; zbMATH DE number 792641
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| default for all languages | No label defined |
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| English | Stochastic equity volatility related to the leverage effect |
scientific article; zbMATH DE number 792641 |
Statements
Stochastic equity volatility related to the leverage effect (English)
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18 October 1995
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corporate finance
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leverage effect
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option pricing
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equity volatility
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Black-Scholes model
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0.9248669743537904
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0.8744131922721863
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0.7839061617851257
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