When are options overpriced? : The Black-Scholes model and alternative characterisations of the pricing kernel

Günter Franke, Richard C. Stapleton and Marti G. Subrahmanyam

Year of publication:	1999
Authors:	Franke, Günter ; Stapleton, Richard C. ; Subrahmanyam, Marti G.
Published in:	European finance review : the official journal of the European Finance Association. - Dordrecht [u.a.] : Kluwer Acad. Publ., ISSN 1382-6662, ZDB-ID 1338491-0. - Vol. 3.1999, 1, p. 79-102
Subject:	Black-Scholes-Modell \| Black-Scholes model \| Preiselastizität \| Price elasticity \| Theorie \| Theory

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