Vasile, Emilia; Armeanu, Dan - In: Journal for Economic Forecasting 6 (2009) 1, pp. 48-62
In this study we aim at analyzing the way the model Black-Scholes works in practice. The data used for analysis refer to European-type call options having as supportassets the CAC-40 money-market index. Our approach will be structured in two parts. The first will be dedicated to an estimate of...
