TY - JOUR
T1 - A stochastic dominance approach to evaluating alternative estimators of the variance for use in the Black-Scholes option pricing model
AU - Levy, Haim
AU - Yoder, James A.
PY - 1996/8
Y1 - 1996/8
N2 - A stochastic dominance approach to evaluating alternative estimators of the variance for use in the Black-Scholes formula is presented. A range of estimators typically make up the efficient set. The unbiased and maximum-likelihood estimators are often, but not necessarily, in the efficient set.
AB - A stochastic dominance approach to evaluating alternative estimators of the variance for use in the Black-Scholes formula is presented. A range of estimators typically make up the efficient set. The unbiased and maximum-likelihood estimators are often, but not necessarily, in the efficient set.
UR - http://www.scopus.com/inward/record.url?scp=3142621400&partnerID=8YFLogxK
U2 - 10.1080/096031096334196
DO - 10.1080/096031096334196
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AN - SCOPUS:3142621400
SN - 0960-3107
VL - 6
SP - 377
EP - 382
JO - Applied Financial Economics
JF - Applied Financial Economics
IS - 4
ER -