Does the behaviour of the asset tell us anything about the option price formula? A cautionary tale

Applied Financial Economics

Volumn 10, Issue 1, 2000, Pages 37-39

  Rogers, L C G ^a   Satchell, S E ^b  

^a UNIVERSITY OF BATH   (United Kingdom)

^b TRINITY COLLEGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039766726     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031000331905     Document Type: Article

References (23)

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