Subject
Economics and Econometrics,Finance
Reference22 articles.
1. The valuation of option contracts and a test of market efficiency;Black;Journal of Finance,1972
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3. Boness, A.J., Some evidence on the profitability of trading in put and call options, in Cootner, 475–496
4. The pricing of equity-linked life insurance policies with an asset value guarantee;Brennan;Journal of Financial Economics,1976
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