The pricing of convexity risk and timedecay in options markets
Year of publication: |
1994
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---|---|
Authors: | Figlewski, Stephen ; Freund, Steven |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 18.1994, 1, p. 73-91
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Publisher: |
Elsevier |
Saved in:
Online Resource
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