STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference7 articles.
1. Ayres , H. F. Risk Aversion in the Warrant Markets P. Cootner The Random Character of Stock Market Prices MIT Press Cambridge, Mass 497 505
2. Black , F. Scholes , M. The Pricing of Options and Corporate Liabilities Journal of Political Economy 1973
3. Black , F. Black , F. The Valuation of Option Contracts in a Test of Market Efficiency Journal of Finance 1972
4. Boness , A. J. Elements of a Theory of Stock-Option Value Journal of Political Economy 1964
5. Merton , R. C. Theory of Rational Option Pricing Bell Journal of Economics and Management Science 1973
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