The pricing of convexity risk and time decay in options markets
Year of publication: |
1994
|
---|---|
Authors: | Figlewski, Stephen |
Other Persons: | Freund, Steven (contributor) |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 18.1994, 1, p. 73-91
|
Subject: | Derivat | Derivative | Hedging | CAPM | Theorie | Theory | USA | United States | 1987 |
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