A Post Keynesian Analysis of the Black-Scholes Option Pricing Model

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TR1999-18.PostKeynesBlackScholesOption.pdf (1.41 MB)
Date
1999
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Rice University
Abstract
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Rice University - Department of Statistics technical report TR 1999.18, later published in J. Post Keynesian Economics, Winter 1999.
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Technical report
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Citation

Thompson, J.R. and Williams, E.E.. "A Post Keynesian Analysis of the Black-Scholes Option Pricing Model." (1999) Rice University: https://hdl.handle.net/1911/109319.

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https://hdl.handle.net/1911/109319
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Works of James R. Thompson