Market risk and model risk for a financial institution writing options

Journal of Finance

Volumn 54, Issue 4, 1999, Pages 1465-1499

  Green, T Clifton ^a   Figlewski, Stephen ^b  

^a NEW YORK UNIVERSITY   (United States)

^b EMORY UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0009942755     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00152     Document Type: Article

References (17)

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