An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options
Author:
Publisher
Wiley
Subject
General Economics, Econometrics and Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-036X.2007.00394.x/fullpdf
Reference32 articles.
1. S. Bartram, and F. Fehle , ‘Alternative market structures for derivatives’ ,Working Paper(University of South Carolina, 2004 ).
2. The Pricing of Options and Corporate Liabilities
3. A Simple Formula to Compute the Implied Standard Deviation
4. The value of liquidity: Evidence from the derivatives market
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