Thomas J. Finucane
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
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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
Key concepts: Black–Scholes model, Call option, Financial economics, Economics, Mathematical economics, Econometrics, Mathematics, Actuarial science