On inferring standard deviations from path dependent options

Ball, Clifford A.; Torous, Walter N.; Tschoegl, Adrian E.

On inferring standard deviations from path dependent options

dc.contributor.author	Ball, Clifford A.	en_US
dc.contributor.author	Torous, Walter N.	en_US
dc.contributor.author	Tschoegl, Adrian E.	en_US
dc.date.accessioned	2006-04-07T19:14:53Z
dc.date.available	2006-04-07T19:14:53Z
dc.date.issued	1985	en_US
dc.identifier.citation	Ball, Clifford A., Torous, Walter N., Tschoegl, Adrian E. (1985)."On inferring standard deviations from path dependent options." Economics Letters 18(4): 377-380. <http://hdl.handle.net/2027.42/25893>	en_US
dc.identifier.uri	http://www.sciencedirect.com/science/article/B6V84-458XS7T-B4/2/24a34e89e5afce7208264b4f32f7e729	en_US
dc.identifier.uri	https://hdl.handle.net/2027.42/25893
dc.description.abstract	Path dependent option prices are employed to derive implied standard deviations of the underlying security price process without recourse to numerical procedures. We empirically illustrate our methodology by inferring the volatility of gold prices.	en_US
dc.format.extent	162931 bytes
dc.format.extent	3118 bytes
dc.format.mimetype	application/pdf
dc.format.mimetype	text/plain
dc.language.iso	en_US
dc.publisher	Elsevier	en_US
dc.title	On inferring standard deviations from path dependent options	en_US
dc.type	Article	en_US
dc.rights.robots	IndexNoFollow	en_US
dc.subject.hlbsecondlevel	Economics	en_US
dc.subject.hlbtoplevel	Business	en_US
dc.description.peerreviewed	Peer Reviewed	en_US
dc.contributor.affiliationum	University of Michigan, Ann Arbor, MI 48109-1234, USA	en_US
dc.contributor.affiliationum	University of Michigan, Ann Arbor, MI 48109-1234, USA	en_US
dc.contributor.affiliationum	University of Michigan, Ann Arbor, MI 48109-1234, USA	en_US
dc.description.bitstreamurl	http://deepblue.lib.umich.edu/bitstream/2027.42/25893/1/0000456.pdf	en_US
dc.identifier.doi	http://dx.doi.org/10.1016/0165-1765(85)90057-6	en_US
dc.identifier.source	Economics Letters	en_US
dc.owningcollname	Interdisciplinary and Peer-Reviewed

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