An Empirical Examination of the Black-Scholes Call Option Pricing Model-Reference-Cited by-同舟云学术

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An Empirical Examination of the Black-Scholes Call Option Pricing Model

Published:1979-12 Issue:5 Volume:34 Page:1173-1186
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

MACBETH JAMES D.,MERVILLE LARRY J.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference9 articles.

1. Fact and Fantasy in the Use of Options;Black;Financial Analysts Journal,1975

2. The Pricing of Options and Corporate Liabilities;Black;Journal of Political Economy,1973

3. A Comparison of the Stable and Student Distributions as Stochastic Models for Stock Prices;Blattberg;Journal of Business,1974

4. The Informational Content of Option Prices and a Test of Market Efficiency;Chiras;Journal of Financial Economics

5. The Valuation of Compound Options;Geske;Journal of Financial Economics

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