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Complexity of Outsourcing Contracts and Ex Post Transaction Costs: An Empirical Investigation

✍ Scribed by Jérôme Barthélemy; Bertrand V. Quélin

Book ID
110944459
Publisher
John Wiley and Sons
Year
2006
Tongue
English
Weight
183 KB
Volume
43
Category
Article
ISSN
0022-2380

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## Abstract The Black–Scholes (BS; F. Black & M. Scholes, 1973) option pricing model, and modern parametric option pricing models in general, assume that a single unique price for the underlying instrument exists, and that it is the mid‐ (the average of the ask and the bid) price. In this article t