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Testing the Black and Scholes Model of Call Option Valuation

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  • Michael Asay

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  • Michael Asay, 1976. "Testing the Black and Scholes Model of Call Option Valuation," The American Economist, Sage Publications, vol. 20(2), pages 27-34, October.
    • Handle: RePEc:sae:amerec:v:20:y:1976:i:2:p:27-34
    DOI: 10.1177/056943457602000205
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    References listed on IDEAS

    as
    1. Robert C. Merton, 2005. "Theory of rational option pricing," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 8, pages 229-288, World Scientific Publishing Co. Pte. Ltd..
    2. Black, Fischer & Scholes, Myron S, 1972. "The Valuation of Option Contracts and a Test of Market Efficiency," Journal of Finance, American Finance Association, vol. 27(2), pages 399-417, May.
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