Pricing and Hedging Long-Term Options
Year of publication: |
1998-05-06
|
---|---|
Authors: | Cao, Charles Quanwei ; Bakshi, Gurdip S. ; Chen, Zhiwu |
Institutions: | School of Management, Yale University |
-
Explaining time-varying risk of electricity forwards: trading activity and news announcements
Schulz, Frowin C., (2010)
-
Understanding Mortgage Spreads
Boyarchenko, Nina, (2014)
-
Kapetanios, George, (2014)
- More ...
-
Empirical Performance of Alternative Option Pricing Models
Cao, Charles Quanwei, (1997)
-
Empirical Performance of Alternative Option Pricing Models
Cao, Charles Quanwei, (1997)
-
Do Call Prices and the Underlying Stock Always Move in the Same Direction?
Cao, Charles Quanwei, (1999)
- More ...