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

Refereed Journal // 1999
Refereed Journal // 1999

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

Authors Günter Franke // R.C. Stapleton // M.G. Subrahmanyam