The impact of portfolio re-financing on Black-Scholes call option valuation
Cokki Versluis and Tom Hillegers
| Year of publication: |
2006
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|---|---|
| Authors: | Versluis, Cokki ; Hillegers, Tom |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 2.2006, 4, p. 261-263
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| Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Optionsgeschäft | Option trading | Portfolio-Management | Portfolio selection | Black-Scholes-Modell | Black-Scholes model | 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/10003351951