Consistency of (Intertemporal) Beta Asset Pricing and Black-Scholes Option Valuation

Bibliographic Details
Main Authors: Antje Henne, Peter Reichling
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2006-12-01
Series:Investment Management & Financial Innovations
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/1430/imfi_en_2006_04_Henne.pdf