Publications

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

Refereed Journal // 1999

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

Franke, Günter, R.C. Stapleton and 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

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