Optionsbewertung in Theorie und Praxis: Theoretische und empirische UEberprufung des Black/Scholes-Modells

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Das Black/Scholes-Modell ist das weltweit dominierende Modell zur Bewertung finanzwirtschaftlicher Optionen. Andreas Merk uberpruft zentrale Annahmen des Modells und wertet Preisabweichungen aus, die sich zwischen dem Modell und den Transaktionsdaten fur die DAX-Option ergeben.