Option valuation under uncertain inflation : an empirical comparison of the Merton variable-interest-rate model with the Black-Scholes model and an investigation of pricing efficiency in option markets /cby John William Kensinger.

Bibliographic Details
Main Author: Kensinger, John W.
Language:English
Published: The Ohio State University / OhioLINK 1982
Subjects:
Online Access:http://rave.ohiolink.edu/etdc/view?acc_num=osu1487238163202943