Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Reference18 articles.
1. Aristotle, L.M.: Aristotle’s Politics: Writings from the Complete Works: Politics, Economics, Constitution of Athens. Princeton University Press, Princeton, NJ (2016)
2. Arnold, T., Hilliard, J.E., Schwartz, A.: Short-maturity options and jump memory. J. Financ. Res. 30(3), 437–454 (2007)
3. Bakshi, G., Cao, C., Chen, Z.: Empirical performance of alternative option pricing models. J. Financ. 52(5), 2003–2049 (1997)
4. Black, F.: The pricing of commodity contracts. J. Financ. Econ. 3(1–2), 167–179 (1976)
5. Black, F.: How we came up with the option formula. J. Portf. Manag. 15(2), 4–8 (1989)