Biases in option prices
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference20 articles.
1. On the pricing of European and American foreign currency call options;Adams;Journal of International Money and Finance,1987
2. Fact and fantasy in the use of options;Black;Financial Analysts Journal,1975
3. The valuation of option contracts and a test of market efficiency;Black;Journal of Finance,1972
4. A comparison of the stable and student distributions as stochastic models for stock prices;Blattberg;Journal of Business,1974
5. Further results on constant elasticity of variance call option models;Emanuel;Journal of Financial and Quantitative Analysis,1982
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