The stop-loss start-gain paradox and option valuation : a new decomposition into intrinsic and time value
Year of publication: |
1990
|
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Authors: | Carr, Peter |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 3.1990, 3, p. 469-492
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Subject: | CAPM | Derivat | Derivative | Portfolio-Management | Portfolio selection | Theorie | Theory |
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