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ISSN 2737-7482
Published Research Articles
Vol. 9, Issue 2, 2002December 31, 2002 IST

The Non-Consistency of the Black-Scholes Variance Parameter: A Generalised Method of Moments Investigation

Fergal O'Brien,
black-scholesoption pricingvolatilitygeneralised method of moments
Copyright Logoccby-nc-4.0 • https://doi.org/10.52399/001c.35338
Accounting, Finance & Governance Review
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

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