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type_genre:"Arbeitspapier"
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~language:"eng"
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Search: subject_exact:"Black-Scholes option pricing model"
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Assessing the incremental value of option pricing theory relative to an "informationally passive" benchmark
Figlewski, Stephen
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2002
Persistent link: https://www.econbiz.de/10001701082
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When are options overpriced? : The Black-Scholes model and alternative characteristics of the pricing kernel
Franke, Günter
;
Stapleton, Richard C.
;
Subrahmanyam, …
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1999
Persistent link: https://www.econbiz.de/10001378810
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3
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
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1999
Persistent link: https://www.econbiz.de/10001448004
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4
Of smiles and smirks : a term-structure perspective
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
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1998
Persistent link: https://www.econbiz.de/10000981147
Saved in:
5
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
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