When are Options Overpriced? The Black—Scholes Model and Alternative Characterisations of the Pricing Kernel
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Publication:4943156
DOI10.1023/A:1009834122099zbMath0953.91010OpenAlexW3123291754MaRDI QIDQ4943156
Guenter Franke, Marti G. Subrahmanyam, Richard C. Stapleton
Publication date: 22 June 2000
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009834122099
Stochastic models in economics (91B70) Microeconomic theory (price theory and economic markets) (91B24)
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