No-arbitrage equilibrium in an option market where investors use the Black-Scholes model with heterogeneous estimates of the volatility parameter

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Title: No-arbitrage equilibrium in an option market where investors use the Black-Scholes model with heterogeneous estimates of the volatility parameter
Authors: Guo, Chen
Date: 1995
URL: http://hdl.handle.net/10393/18928
http://dx.doi.org/10.20381/ruor-1932
CollectionTelfer - Documents de travail // Telfer - Working Papers
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