Pitfalls in the Analysis of Option-Adjusted Spreads

Authors
David F. Babbel Stavros A. Zenios
Citation
David F. Babbel et Stavros A. Zenios, Pitfalls in the Analysis of Option-Adjusted Spreads, Financial analysts journal, 48(04), 1992, pp. 65
Journal title
Financial analysts journal → ACNP
ISSN journal
0015198X
Volume
48
Issue
04
Year of publication
1992
Database
ICR
SICI code
0015-198X(1992)48:04<65:PITAOO>2.0.ZU;2-G