Modelling Option Prices in Australia Using the Black-Scholes Model
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DOI: 10.1177/031289628300800101
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References listed on IDEAS
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- Howard Chan, 1997. "The effect of volatility estimates in the valuation of underwritten rights issues," Applied Financial Economics, Taylor & Francis Journals, vol. 7(5), pages 473-480.
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Keywords
BLACK-SCHOLES MODEL; OPTION PRICING; STOCK VOLATILITY MEASUREMENT;All these keywords.
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