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person:"Subrahmanyam, Marti G."
~source:"econis"
~type:"article"
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Search: subject_exact:"Black-Scholes-Modell"
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Black-Scholes model
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Subrahmanyam, Marti G.
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Banking review
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European finance review : the official journal of the European Finance Association
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ECONIS (ZBW)
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When are options overpriced? : The Black-Scholes model and alternative characterisations of the pricing kernel
Franke, Günter
;
Stapleton, Richard C.
;
Subrahmanyam, …
- In:
European finance review : the official journal of the …
3
(
1999
)
1
,
pp. 79-102
Persistent link: https://www.econbiz.de/10001653159
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A simple formula for the insurance premium in the Black-Scholes model
Brenner, Menachem
;
Subrahmanyam, Marti G.
- In:
Banking review
6
(
1998
),
pp. 43-49
Persistent link: https://www.econbiz.de/10001354099
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