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~subject:"Option pricing theory"
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Option pricing theory
Großbritannien
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Gemmill, Gordon
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Dickins, Paul
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Marra, Miriam
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The forecasting performance of stock options prices in a thin market
Gemmill, Gordon
;
Dickins, Paul
-
1984
Persistent link: https://www.econbiz.de/10003557534
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Explaining CDS prices with Merton's model before and after the Lehman default
Gemmill, Gordon
;
Marra, Miriam
- In:
Journal of banking & finance
106
(
2019
),
pp. 93-109
Persistent link: https://www.econbiz.de/10012224244
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