Maturity Driven Mispricing of Options.
Autor: | Eisdorfer, Assaf1 (AUTHOR) assaf.eisdorfer@uconn.edu, Sadka, Ronnie2 (AUTHOR) ronnie.sadka@bc.edu, Zhdanov, Alexei3 (AUTHOR) auz15@psu.edu |
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Zdroj: | Journal of Financial & Quantitative Analysis. Mar2022, Vol. 57 Issue 2, p514-542. 29p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |