TIME DIVERSIFICATION AND OPTION PRICING THEORY - ANOTHER PERSPECTIVE - RESPONSE

Authors
MERRILL C THORLEY S
Citation
C. Merrill et S. Thorley, TIME DIVERSIFICATION AND OPTION PRICING THEORY - ANOTHER PERSPECTIVE - RESPONSE, Journal of portfolio management, 23(4), 1997, pp. 61-63
Citations number
5
Categorie Soggetti
Business Finance
Journal title
Journal of portfolio management → ACNP
ISSN journal
00954918
Volume
23
Issue
4
Year of publication
1997
Pages
61 - 63
Database
ISI
SICI code
0095-4918(1997)23:4<61:TDAOPT>2.0.ZU;2-W