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
Zdroj: Journal of Financial & Quantitative Analysis. Mar2022, Vol. 57 Issue 2, p514-542. 29p.
Databáze: Business Source Ultimate