Option Mispricing and Maturity Date: Evidence from China
Author:
Publisher
Springer Nature Singapore
Link
https://link.springer.com/content/pdf/10.1007/978-981-99-6441-3_81
Reference11 articles.
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2. Sharpe, W.F.: Capital asset prices with and without negative holdings. J. Finan. 46(2), 489–509 (1991)
3. Cox, J.C., Ross, S.A., Rubinstein, M.: The Cox—Ross—rubinstein model. In: Mathematical Finance and Probability, pp. 201–19. Birkhäuser Basel, Basel (2003). Accessed 29 Sep 2022. https://doi.org/10.1007/978-3-0348-8041-1_12
4. Chiras, D.P., Manaster, S.: The information content of option prices and a test of market efficiency. J. Finan. Econ. 6(2), 213–234 (1978)
5. Cox, J.C., Ingersoll, J.E., Ross, S.A.: An intertemporal general equilibrium model of asset prices. Econometrica 53(2), 363 (1985)
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