Extracting Market Expectations from Traded Options Prices: a Comparative Assessment of the Black Scholes and Stochastic Volatility Models
Author | : Rajeev Vohora |
Publisher | : |
Total Pages | : |
Release | : 1998 |
ISBN-10 | : OCLC:642498079 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis Extracting Market Expectations from Traded Options Prices: a Comparative Assessment of the Black Scholes and Stochastic Volatility Models by : Rajeev Vohora
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