On the Apparent Systematic Bias of Implied Volatility in the Black and Scholes Model
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | i. j. kim | ko |
| dc.contributor.author | k. c. kim | ko |
| dc.contributor.author | r. ziskind | ko |
| dc.date.accessioned | 2013-02-24T11:34:31Z | - |
| dc.date.available | 2013-02-24T11:34:31Z | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.issued | 1994-06 | - |
| dc.identifier.citation | ADVANCES IN INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT, v.2, pp.133 - 158 | - |
| dc.identifier.uri | http://hdl.handle.net/10203/56848 | - |
| dc.language | English | - |
| dc.publisher | Elsevier | - |
| dc.title | On the Apparent Systematic Bias of Implied Volatility in the Black and Scholes Model | - |
| dc.type | Article | - |
| dc.type.rims | ART | - |
| dc.citation.volume | 2 | - |
| dc.citation.beginningpage | 133 | - |
| dc.citation.endingpage | 158 | - |
| dc.citation.publicationname | ADVANCES IN INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT | - |
| dc.contributor.localauthor | i. j. kim | - |
| dc.contributor.nonIdAuthor | k. c. kim | - |
| dc.contributor.nonIdAuthor | r. ziskind | - |
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