ALBERT — All Library Books, journals and Electronic Records Telegrafenberg

Hits per page

hit 1 - 1 | 1 hit

Select All Export

Electronic Resource

THE EVALUATION OF TRADED OPTIONS PRICING MODELS IN AUSTRALIA (1983)

Castagna, A.D. ; Matolcsy, Z.P.

Oxford, UK : Blackwell Publishing Ltd

Journal of business finance & accounting 10 (1983), S. 0

add to mindlist on the mindlist

Details

ISSN: 1468-5957

Source: Blackwell Publishing Journal Backfiles 1879-2005

Topics: Economics

Notes: The aim of this paper is to report the results of an Australian empirical study which examined a number of testable implications of the original Black and Scholes (B-S) Option Pricing Model, and a variant of the model, that incorporates the dividends paid on the underlying security. The results do not support the notion that the B-S model prices options “correctly” within the Australian Options Market.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1111/j.1468-5957.1983.tb00425.x

	Location	Call Number	Expected	Availability

Others were also interested in ...

Paper (German National Licenses)

Fulltext

hit 1 - 1 | 1 hit