The estimation of parameters in Black-Scholes model

zbMATH Open0985.91032MaRDI QIDQ2747762FDOQ2747762

Authors: Qingxian Xiao, Jianhai Zhang 

Publication date: 14 October 2001

Published in: Journal of Henan Normal University. Natural Science (Search for Journal in Brave)

zbMATH Keywords

volatilityBlack-Scholes modelexpected rate of return

Mathematics Subject Classification ID

Point estimation (62F10) Derivative securities (option pricing, hedging, etc.) (91G20)

Cited In (2)

• Title not available (Why is that?)
• Bayesian parameter inference for models of the Black and Scholes type

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