When are options overpriced? : the Black-Scholes model and alternative characterisations of the pricing kernel
Year of publication: |
1999 ; This draft: January 15, 1999
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Authors: | Franke, Günter ; Stapleton, Richard C. ; Subrahmanyam, Marti G. |
Publisher: |
[Konstanz] : [Zentrum für Finanzen und Ökonometrie, Universität Konstanz] |
Subject: | Black-Scholes-Modell | Black-Scholes model | Preiselastizität | Price elasticity | Theorie | Theory |
Extent: | 1 Online-Ressource (circa 31 Seiten) Illustrationen |
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Series: | CoFE discussion papers. - Konstanz : Univ., ZDB-ID 2172016-2. - Vol. [99, 01] |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/85236 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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Franke, Günter, (1999)
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Franke, Günter, (1999)
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