About the cost of portfolio financing in Black-Scholes call option valuation
Cokki Versluis
| Year of publication: |
2006
|
|---|---|
| Authors: | Versluis, Cokki |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 2.2006, 2, p. 95-97
|
| Subject: | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Black-Scholes-Modell | Black-Scholes model | Derivat | Derivative | Optionsgeschäft | Option trading | CAPM |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003302473