SMEAL WIKI

Do Call Prices and the Underlying Stock Always Move in the Same Direction?

Gurdip Bakshi, Charles Cao, Zhiwu Chen
Year2000
VenueReview of Financial Studies
Typearticle
Citations201
DOI10.1093/rfs/13.3.549
OpenAlexW2060979171

Topics

Stochastic processes and financial applicationsCall optionAsset (computer security)EconomicsFinancial economicsStock (firearms)