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Title: | An Exploration of Black Scholes Implied Volatilities and the Effects of the Imperfect Information Issues of Noisy Estimates and the Non-Simultaneity Bias |
Authors: | Breetz, William Roderick III |
Advisors: | Leonard, Thomas C. |
Department: | Economics |
Class Year: | 1997 |
Extent: | 118 Pages |
Other Identifiers: | 8407 |
URI: | http://arks.princeton.edu/ark:/88435/dsp01dn39x255c |
Location : | This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu. |
Type of Material: | Princeton University Senior Theses |
Appears in Collections: | Economics, 1927-2020 |
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