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Dividend Forecast Biases in Index Option Valuation
Chance, Don M.; Kumar, Raman; Rich, Don - In: Review of derivatives research 4 (2000) 3, pp. 285
Persistent link: https://www.econbiz.de/10005953183
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Dividend forecast biases in index option valuation
Chance, Don M.; Kumar, Raman; Rich, Don R. - In: Review of derivatives research 4 (2000) 3, pp. 285-303
Persistent link: https://www.econbiz.de/10001596722
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A bias in the volatility smile
Chance, Don M.; Hanson, Thomas A.; Li, Weiping; … - In: Review of derivatives research 20 (2017) 1, pp. 47-90
Persistent link: https://www.econbiz.de/10011930559