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Option Profit and Loss Attribution and Pricing : A New Framework

Year of publication:
2020
Authors: CARR, PETER ; WU, LIUREN
Published in:
The Journal of Finance. - Wiley, ISSN 1540-6261, ZDB-ID 2010241-0. - Vol. 75.2020, 4 (15.03.), p. 2271-2316
Publisher: Wiley
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Type of publication: Article
Language: English
Other identifiers:
10.1111/jofi.12894 [DOI]
Source:
Other ZBW resources
Persistent link: https://www.econbiz.de/10012192178
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