A post Keynesian analysis of the Black-Scholes option pricing model.

The writers present a Post Keynesian analysis of the Black-Scholes option pricing model (BSOPM). They outline the basic theory of option pricing and reproduce the BSOPM formulation. In addition, they subject the BSOPM to empirical simulation, drawing on relationships that have been proven to have...

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Detalles Bibliográficos

Publicado en:	Journal of Post Keynesian Economics Vol. 22; no. 2; pp. 247 - 264
Autores principales:	Thompson, James R., Williams, Edward E.
Formato:	Artículo
Publicado:	M.E. Sharpe Inc. Winter 1999/2000
Materias:	Keynesian economics Option (Contract) Mathematical models in business
Acceso en línea:	Ver este registro en EBSCOhost