Existence of unbiased estimators of the black/scholes option price, other derivatives, and hedge ratios

Econometric Theory

Volumn 13, Issue 6, 1997, Pages 791-807

  Knight, John L ^a   Satchell, Stephen E ^b,c  

^a UNIVERSITY OF WESTERN ONTARIO   (Canada)

^b TRINITY COLLEGE   (United Kingdom)

^c UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031326975     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466600006265     Document Type: Article

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