SMEAL WIKI

Pricing and hedging long-term options

Gurdip Bakshi, Charles Cao, Zhiwu Chen
Year2000
VenueJournal of Econometrics
Typearticle
Citations263
DOI10.1016/s0304-4076(99)00023-8
OpenAlexW2108640061

Topics

Stochastic processes and financial applicationsLEAPSTerm (time)EconometricsEconomicsBlack–Scholes model