Subject
Economics and Econometrics,Finance,Accounting
Cited by
4 articles.
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1. It'S All Greek to Me;Essays in Derivatives;2011-12-20
2. Call Options as Insurance and Margin;Essays in Derivatives;2011-12-20
3. A closer look at Black–Scholes option thetas;Journal of Economics and Finance;2007-10-11
4. A graphical note on European put thetas;Journal of Futures Markets;1996-04