Tests of the Black-Scholes and Cox Call Option Valuation Models: Discussion
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Veröffentlicht in: | The Journal of finance (New York) 1980-05, Vol.35 (2), p.301-303 |
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container_title | The Journal of finance (New York) |
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creator | Manaster, Steven |
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doi_str_mv | 10.2307/2327387 |
format | Article |
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issn | 0022-1082 1540-6261 |
language | eng |
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source | JSTOR Archive Collection A-Z Listing |
subjects | Call options Empirical Research on Capital Markets Estimation methods Market prices Observational research Parametric models Standard deviation Statistical variance Stock prices |
title | Tests of the Black-Scholes and Cox Call Option Valuation Models: Discussion |
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