When are Options Overpriced? The Black—Scholes Model and Alternative Characterisations of the Pricing Kernel (Q4943156): Difference between revisions
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Revision as of 02:24, 20 February 2024
scientific article; zbMATH DE number 1415841
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | When are Options Overpriced? The Black—Scholes Model and Alternative Characterisations of the Pricing Kernel |
scientific article; zbMATH DE number 1415841 |
Statements
When are Options Overpriced? The Black—Scholes Model and Alternative Characterisations of the Pricing Kernel (English)
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22 June 2000
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option prices
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elasticity of the pricing kernel
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Brownian motion
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Black-Scholes formula
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