The effect of the Black Friday crash of 1989 on the pricing accuracy of the Black-Scholes-Merton model

Additional Metadata
Keywords	Black-Scholes-Merton, Option pricing, European options Exchange, Volatility smiles
Thesis Advisor	de Jong, Abe, van Driel, Hugo
Persistent URL	hdl.handle.net/2105/44718
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Azdad, Anouar. (2018, July 13). The effect of the Black Friday crash of 1989 on the pricing accuracy of the Black-Scholes-Merton model. Finance & Investments. Retrieved from http://hdl.handle.net/2105/44718

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