A simple approximation to the normal distribution function with an application to the Black & Scholes option pricing model
By: Winfried G. Hallerbach.
Series: Rapport / Rotterdams Instituut voor Bedrijfseconomische Studies,; R9426/F; Rapport (Rotterdams Instituut voor Bedrijfseconomische Studies) ;; R9426/F.
Publisher: Rotterdam Institute for Business Economic Studies, Erasmus Universiteit
Published: 1994
Place of publication: Rotterdam, Netherlands
Language: eng
Number of pages: 10
Subjects: Options (Finance) -- Prices -- Mathematical models.; Gaussian distribution.
Notes: Includes bibliographical references (p. 7).
"November 1994."