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Empirical evidence of biases in the black-scholes option pricing formula : a transactions data analysis of Swedish OMX-index call and put options

Björn Hansson, Peter Hördahl and Lars Nordén
Year of publication:
1995
Authors: Hansson, Björn A. ; Hördahl, Peter ; Nordén, Lars
Publisher: Lund
Subject: Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Schweden | Sweden | 1992-1993
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