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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Fundamentals Of Corporate Finance
Authors: Stephen Ross, Randolph Westerfield, Bradford Jordan
13th Edition
1265553602, 978-1265553609
