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

Referierte Fachzeitschrift // 1999
Referierte Fachzeitschrift // 1999

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

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