Vol. 9, Issue 2, 2002December 31, 2002 IST
The Non-Consistency of the Black-Scholes Variance Parameter: A Generalised Method of Moments Investigation
The Non-Consistency of the Black-Scholes Variance Parameter: A Generalised Method of Moments Investigation
O’Brien, F. (2002). The Non-Consistency of the Black-Scholes Variance Parameter: A Generalised Method of Moments Investigation. Accounting, Finance & Governance Review, 9(2), 73–96. https://doi.org/10.52399/001c.35338