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~person:"Gupta, Anurag"
~subject:"Derivative"
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Gupta, Anurag
Pelsser, Antoon André Jean
8
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Rebonato, Riccardo
6
Subrahmanyam, Marti G.
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Journal of financial economics
1
Journal of financial markets
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ECONIS (ZBW)
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Liquidity effect in OTC options markets : premium or discount?
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 127-160
Persistent link: https://www.econbiz.de/10009267085
Saved in:
2
An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 239-279
Persistent link: https://www.econbiz.de/10001448506
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