Alternative specifications of the errors in the Black-Scholes option-pricing model and various implied-variance formulas

DOI10.1016/0165-1765(86)90123-0zbMath1328.91279OpenAlexW2077676064MaRDI QIDQ899795

Lawrence Kryzanowski, Abdul H. Rahman

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90123-0

Mathematics Subject Classification ID

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

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