When are options overpriced? : The Black-Scholes model and alternative characteristics of the pricing kernel
Year of publication: |
1998 [erschienen] 1999
|
---|---|
Authors: | Franke, Günter ; Stapleton, Richard C. ; Subrahmanyam, Marti G. |
Publisher: |
New York, NY |
Subject: | Black-Scholes-Modell | Black-Scholes model | Preiselastizität | Price elasticity | Theorie | Theory |
-
Franke, Günter, (1999)
-
Franke, Günter, (1999)
-
Franke, Günter, (1999)
- More ...
-
Background risk and the demand for state-contingent claims
Franke, Günter, (2004)
-
Incremental risk vulnerability
Franke, Günter, (2005)
-
Idiosyncratic risk, sharing rules, and the theory of risk bearing
Franke, Günter, (1992)
- More ...