On inferring standard deviations from path dependent options

DOI10.1016/0165-1765(85)90057-6MaRDI QIDQ375143zbMATH OpenOpenAlexFDO

Authors Clifford A. Ball, Walter N. Torous, Adrian E. Tschoegl

Publication date 24 October 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2027.42/25893

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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• The pricing of options and corporate liabilities

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(3)

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