Systematic risk and the price structure of individual equity options

Review of Financial Studies

Volumn 22, Issue 5, 2009, Pages 1981-2006

  Duan, Jin Chuan ^a   Wei, Jason ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b UNIVERSITY OF TORONTO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 67849088616     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhn057     Document Type: Article

References (17)

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