Open AccessOption Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application
Author(s) -
Louis O. Scott
Publication year - 1987
Publication title -
journal of financial and quantitative analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.657
H-Index - 121
eISSN - 1756-6916
pISSN - 0022-1090
DOI - 10.2307/2330793
Subject(s) - estimation , variance (accounting) , econometrics , variance components , economics , mathematics , statistics , accounting , management
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