When are options overpriced? : The Black-Scholes model and alternative characterisations of the pricing kernel
Franke Günter ; Richard C. Stapleton ; Marti G. Subrahmanyam
| Year of publication: |
1999
|
|---|---|
| Authors: | Franke, Günter ; Stapleton, Richard C. ; Subrahmanyam, Marti G. |
| Publisher: |
Konstanz |
| Subject: | Optionspreis | Black-Scholes-Modell |
| Extent: | 30 S. |
|---|---|
| Series: | Discussion paper series / CoFE. - Konstanz : Universität Konstanz. - Vol. 99,01 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004570152