{"title":"Option Valuation Under the Effect of Time Dilation","authors":"M. Bloss, Manuel Kleinknecht","doi":"10.2139/ssrn.2716997","DOIUrl":null,"url":null,"abstract":"110 years ago, Einstein published his Theory of Special Relativity. In this thought experiment, we introduce Einstein’s idea of time dilation to option valuation. We analyse the effect of time dilation on the time decay of an European long call option.","PeriodicalId":114907,"journal":{"name":"Global Business Issues eJournal","volume":"27 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2016-01-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Global Business Issues eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.2716997","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
110 years ago, Einstein published his Theory of Special Relativity. In this thought experiment, we introduce Einstein’s idea of time dilation to option valuation. We analyse the effect of time dilation on the time decay of an European long call option.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
