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...
| Publicado en: | Journal of Post Keynesian Economics Vol. 22; no. 2; pp. 247 - 264 |
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| Autores principales: | , |
| Formato: | Artículo |
| Publicado: |
M.E. Sharpe Inc.
Winter 1999/2000
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| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |