Simultaneous option prices and an implied risk free rate of interest : a test of the Black-Scholes model
Steve Swidler
| Year of publication: |
1985
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|---|---|
| Authors: | Swidler, Steven Mark |
| Published in: |
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen. - Karlsruhe : Verl. Versicherungswirtschaft, ZDB-ID 627581-3. - Vol. 3.1985, 2, p. 1077-1086
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| Subject: | Derivat | Derivative | Portfolio-Management | Portfolio selection | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001009776