Showing results 1 to 3 of 3
Title | Author(s) | Issue Date | |
---|---|---|---|
Do call prices and the underlying stock always move in the same direction? Journal:Review of Financial Studies | 2000 | ||
Empirical performance of alternative option pricing models Journal:Journal of Finance | 1997 | ||
Pricing and hedging long-term options Journal:Journal of Econometrics | 2000 |