Journal of Financial and Quantitative Analysis Vol. 24 No. 4 1989
Black-Scholes Approximations of Call Option Prices With Stochastic Volatilities: A Note
Abstract
Thomas J. Finucane, Black-Scholes Approximations of Call Option Prices With Stochastic Volatilities: A Note, The Journal of Financial and Quantitative Analysis, Vol. 24, No. 4 (Dec., 1989), pp. 527-532
- DOI
- 10.2307/2330984
- Volume
- 24
- Issue
- 4
- Pages
- 527
- Sources
- crossref openalex