On inferring standard deviations from path dependent options

DOI10.1016/0165-1765(85)90057-6zbMATH Open1273.91434OpenAlexW2027955515MaRDI QIDQ375143FDOQ375143

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

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Mathematics Subject Classification ID

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

Cites Work

• The pricing of options and corporate liabilities
• On inferring standard deviations from path dependent options

Cited In (2)

• Title not available (Why is that?)
• On inferring standard deviations from path dependent options

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