Empirical Contributions to Optionpricing analyzing Black and Scholes and other Models
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KeywordsBlack Scholes; fair value; option pricing; mispricing; derivatives; stalagmites effect; artificially generated 'cloned' quotations; test methods; experimental economical research; predicting; forecasting;
- F3 - International Economics - - International Finance
- F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
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