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When are Options Overpriced? : the Black-Scholes Model and Alternative Characterisation of the Pricing Kernel

When are Options Overpriced? : the Black-Scholes Model and Alternative Characterisation of the Pricing Kernel

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FRANKE, Günter, Richard C. STAPLETON, Marti G. SUBRAHMANYAM, 1999. When are Options Overpriced? : the Black-Scholes Model and Alternative Characterisation of the Pricing Kernel

@techreport{Franke1999Optio-12256, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={When are Options Overpriced? : the Black-Scholes Model and Alternative Characterisation of the Pricing Kernel}, year={1999}, number={1999/01}, author={Franke, Günter and Stapleton, Richard C. and Subrahmanyam, Marti G.} }

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