The impact of portfolio re-financing on Black-Scholes call option valuation
Year of publication: |
2006
|
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Authors: | Versluis, Cokki ; Hillegers, Tom |
Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 2.2006, 4, p. 261-263
|
Subject: | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Black-Scholes-Modell | Black-Scholes model | CAPM | Derivat | Derivative | Optionsgeschäft | Option trading |
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