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Tests of the Black-Scholes and...
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ECONIS (ZBW)
OLC EcoSci
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An empirical examination for the Black-Scholes call option pricing model
Macbeth, James D.
;
Merville, Larry J.
- In:
The journal of finance : the journal of the American …
34
(
1979
)
5
,
pp. 1173-1186
Persistent link: https://www.econbiz.de/10003621814
Saved in:
2
[Besprechung von:] Ishikawa, Akira: Corporate planning and control model systems. New York 1975
Merville, Larry J.
- In:
The journal of finance : the journal of the American …
31
(
1976
)
5
,
pp. 1531-1532
Persistent link: https://www.econbiz.de/10002482538
Saved in:
3
Unified asset pricing
Merville, Larry J.
- In:
Research in finance
11
(
1993
),
pp. 107-119
Persistent link: https://www.econbiz.de/10001159876
Saved in:
4
Further results on the constant elasticity of variance call option pricing model
Emanuel, David C.
;
MacBeth, James D.
- In:
Journal of financial and quantitative analysis : JFQA
17
(
1982
)
4
,
pp. 533-554
Persistent link: https://www.econbiz.de/10002122715
Saved in:
5
Long-term growth in a short-term market
Fama, Eugene F.
;
MacBeth, James D.
- In:
The journal of finance : the journal of the American …
29
(
1974
)
3
,
pp. 857-885
Persistent link: https://www.econbiz.de/10002142635
Saved in:
6
Risk, return, and equilibrium : Empirical tests
Fama, Eugene F.
;
MacBeth, James D.
- In:
Journal of political economy
81
(
1973
)
3
,
pp. 607-636
Persistent link: https://www.econbiz.de/10002142686
Saved in:
7
Risk, return, and equilibrium : Empirical tests
Fama, Eugene F.
;
MacBeth, James D.
- In:
Opérations financières : documents
,
(pp. 124-138)
.
1977
Persistent link: https://www.econbiz.de/10002142687
Saved in:
8
Tests of the multiperiod two-parameter model
Fama, Eugene F.
;
MacBeth, James D.
- In:
Journal of financial economics
1
(
1974
)
1
,
pp. 43-66
Persistent link: https://www.econbiz.de/10002142797
Saved in:
9
General model of imperfect capital markets
Logue, Dennis E.
;
Merville, Larry J.
- In:
Southern economic journal
40
(
1973
)
2
,
pp. 224-233
Persistent link: https://www.econbiz.de/10002385190
Saved in:
10
Stock price dependencies and the valuation of risky assets with discontinuous temporal returns
Jaffe, Jeffrey F.
;
Merville, Larry J.
- In:
The journal of finance : the journal of the American …
29
(
1974
)
5
,
pp. 1437-1448
Persistent link: https://www.econbiz.de/10003059867
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