Travail de recherche/Working paper
| Titre: |
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| Auteur: | Loulit, Ahmed |
| Statut de publication: | Publié, 2004 |
| series: | Working papers CEB, 04-028.RS |
| Sujet CREF: | Economie |
| Sujet JEL: | Contingent Pricing; Futures Pricing; option pricing |
| Asset Pricing; Trading volume; Bond Interest Rates | |
| Volumes/pages: | 18 p. |
| Mots-clés: | Black-Scholes model; derivative pricing; volatility. |
| Langue: | Anglais |
| Identificateurs: | RePEc:sol:wpaper:04-028 |
