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A COMPARISON OF LISTED OPTION PREMIUMS AND BLACK AND SCHOLES MODEL PRICES: 1973–1979
Author(s) -
Trennepohl Gary
Publication year - 1981
Publication title -
journal of financial research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.319
H-Index - 49
eISSN - 1475-6803
pISSN - 0270-2592
DOI - 10.1111/j.1475-6803.1981.tb00286.x
Subject(s) - black–scholes model , economics , financial economics , original research , econometrics , computer science , volatility (finance) , library science
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