Unbiased estimation of the Black/Scholes formula
Author:
Publisher
Elsevier BV
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference33 articles.
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4. The valuation of option contracts: A test of market efficiency;Black;Journal of Finance,1972
5. Empirical properties of the Black-Scholes formula under ideal conditions;Bhattacharya;Journal of Financial and Quantitative Analysis,1980
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