A stochastic dominance analysis of trading losses from using sample estimates of the variance in the Black-Scholes model

Authors
J. Yoder
Citation
J. Yoder, A stochastic dominance analysis of trading losses from using sample estimates of the variance in the Black-Scholes model, Economics letters, 40(02), 1992, pp. 217
Journal title
Economics letters → ACNP
ISSN journal
01651765
Volume
40
Issue
02
Year of publication
1992
Database
ICR
SICI code
0165-1765(1992)40:02<217:ASDAOT>2.0.ZU;2-O