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Buyback Behaviour and the Opti...
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Behavioural finance
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Applied economics letters
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Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
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2
The simplest American and real option approximations : Geske-Johnson interpolation in maturity and yield
Chung, San-Lin
;
Shackleton, Mark B.
- In:
Applied economics letters
10
(
2003
)
11
,
pp. 709-716
Persistent link: https://www.econbiz.de/10001820267
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