Willis Professor of Investment Banking, and Research Assistant, Graduate School of Business Administration, University of North Carolina, Chapel Hill.
STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES
Article first published online: 30 APR 2012
1976 The American Finance Association
The Journal of Finance
Volume 31, Issue 2, pages 369–381, May 1976
How to Cite
Latané, H. A. and Rendleman, R. J. (1976), STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES. The Journal of Finance, 31: 369–381. doi: 10.1111/j.1540-6261.1976.tb01892.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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