On the internal consistency of the Black-scholes option pricing model
Jeremy Berkowitz
| Year of publication: |
2013
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|---|---|
| Authors: | Berkowitz, Jeremy |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 3.2013, 3, p. 191-195
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| Subject: | Diffusions | Binomial Model | Arbitrage | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Derivat | Derivative | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010239685