PUT-CALL SYMMETRY: EXTENSIONS AND APPLICATIONS-Reference-Cited by-同舟云学术

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PUT-CALL SYMMETRY: EXTENSIONS AND APPLICATIONS

Published:2009-10 Issue:4 Volume:19 Page:523-560
ISSN:0960-1627
Container-title:Mathematical Finance
language:en
Short-container-title:

Author:

Carr Peter,Lee Roger

Publisher

Wiley

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2009.00379.x/fullpdf

Reference20 articles.

1. Behind the Mirror;Andreasen;Risk,2001

2. Stochastic Differential and Evolution Equations

3. The Skewness Premium: Option Pricing under Asymmetric Processes;Bates;Adv. Futures Options Res.,1997

4. Static Simplicity;Bowie;Risk,1994

5. Breaking Barriers;Carr;Risk,1997

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