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When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel

Referierte Fachzeitschrift // 1999
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Referierte Fachzeitschrift // 1999

When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel

Franke, Günter, R.C. Stapleton und M.G. Subrahmanyam (1999), When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel, European Finance Review 3 (1) , 79-102

Autoren/-innen Günter Franke // R.C. Stapleton // M.G. Subrahmanyam