The Valuation of Option Contracts and a Test of Market Efficiency, Black-Scholes, 1972

The Valuation of Option Contracts and a Test of Market Efficiency was first published in the Journal of Finance, Vol. 27, No. 2, May 1972, pp. 399-417 (Papers and Proceedings of the Thirtieth Annual Meeting of the American Finance Association, New Orleans, Louisiana, December 27-29, 1971)

You can read the full paper (free) or download it (paid) on JSTOR:

Related pages

logarithm calculator step by stepoption greeks formulaaverage equation for excelsample variance formula in exceloption straddlesvix ticker symbolpopular stock indexeskurtosis equationrsi calculation excelexcel median calculationwhat is rsi stand forgreeks optionhow to create formulas in excelhedge arbitragewhen do vix options expireannualized calculationgeometric mean on excelcalculate sharpe ratiomacd histogram indicatoreurusd etfexcel calculate rate of returnsquare root of a negative number calculatoravco advantages and disadvantagesexcess kurtosismean average deviation formulaannualizing returnsexcel stdev sput option black scholesmean mode median excelmacd calculationgamma function in excelcost of preferred equity formulavix futures expirationcalculating volatility of a stockvariance standard deviation calculatorpercentile statistics calculatorvxz fact sheetannualized return formula excelbull call debit spreadaverage true range formulacboe vix volatility indexformula for calculating the medianblack and scholes equationdividing big numbers without a calculatorstd dv2 line macdkurtosis formula in statisticscboe delayed quotesexponential moving average calculatorblack scholes calculationrsi indicator formulahedge funds trading strategiess&p 500 vix mid term futures indexcalculate standard deviation using excelblack scholes volatility calculatorwacc market valuefinance standard deviation calculatorvariance calculation excelyahoo finance download csvblack scholes calculator with dividendscalculating sem in excelaverage inventory cost methodformula for calculating standard deviation in excelmeasures of skewnessblack scholes options pricing modelinverse vix etfvix downloadcalculating probability in excelprotective put payoffproshare short s&p 500msft historical stock pricevix futures expirationvixy prosharesintrinsic value of put option formula