Question
How accurate is a reverse-engineered Black-Sholes Estimate of stock price, as compared to actual underlying equity Valuations in the associated spot stock market?Are biases present
How accurate is a "reverse-engineered" Black-Sholes
Estimate of stock price, as compared to actual underlying equity
Valuations in the associated "spot stock" market?Are biases present
which might be profitable/exploitable as a trading rule in the stock?
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Intermediate Accounting
Authors: Elizabeth A. Gordon, Jana S. Raedy, Alexander J. Sannella
1st edition
978-0133251579, 133251578, 013216230X, 978-0134102313, 134102312, 978-0132162302
