{"title":"时间膨胀效应下的期权估值","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":"{\"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}","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}
Option Valuation Under the Effect of Time Dilation
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.
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