An Empirical Examination of the Black-Scholes Call Option Pricing Model

• 1 December 1979
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 34  (5) , 1173-1186
• https://doi.org/10.2307/2327242

Abstract

Keywords

• OPTION PRICING
• CALL OPTION
• BLACK
• SCHOLES CALL
• PRICING MODEL
• EMPIRICAL EXAMINATION