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CAPM
Option pricing theory
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Optionspreistheorie
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Black-Scholes model
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Portfolio selection
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Versluis, Cokki
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Applied financial economics letters
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The impact of portfolio re-financing on Black-Scholes call option valuation
Versluis, Cokki
;
Hillegers, Tom
- In:
Applied financial economics letters
2
(
2006
)
4
,
pp. 261-263
Persistent link: https://www.econbiz.de/10003351951
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2
About the cost of portfolio financing in Black-Scholes call option valuation
Versluis, Cokki
- In:
Applied financial economics letters
2
(
2006
)
2
,
pp. 95-97
Persistent link: https://www.econbiz.de/10003302473
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