Extracting Market Expectations from Traded Options Prices: a Comparative Assessment of the Black Scholes and Stochastic Volatility Models

Extracting Market Expectations from Traded Options Prices: a Comparative Assessment of the Black Scholes and Stochastic Volatility Models
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Book Synopsis Extracting Market Expectations from Traded Options Prices: a Comparative Assessment of the Black Scholes and Stochastic Volatility Models by : Rajeev Vohora

Download or read book Extracting Market Expectations from Traded Options Prices: a Comparative Assessment of the Black Scholes and Stochastic Volatility Models written by Rajeev Vohora and published by . This book was released on 1998 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


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