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.

Description

Thesis (Ph. D.)--Ohio State University, 1982. / Includes vita. Includes bibliographical references (leaves 102-105). Available online via OhioLINK's ETD Center.

Links & Downloads

1. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1265984066

Tags

Options (Finance)

Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/10129010
Date	January 1982
Creators	Kensinger, John W.
Source Sets	OCLC
Language	English
Detected Language	English
Source	Connect to resource