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                                       Details for article 3 of 4 found articles
 
 
  Information-time option pricing: theory and empirical evidence 1 We would like to thank Robert Merton, Peter Ritchken, L. Sankarasubramanian, David Shimko, and Mark Weinstein for useful discussions. We are indebted to John B. Long, Jr. (the editor) and Robert Whaley (the referee) for detailed and constructive comments and suggestions. Any remaining errors are the responsibility of the authors. 1
 
 
Title: Information-time option pricing: theory and empirical evidence 1 We would like to thank Robert Merton, Peter Ritchken, L. Sankarasubramanian, David Shimko, and Mark Weinstein for useful discussions. We are indebted to John B. Long, Jr. (the editor) and Robert Whaley (the referee) for detailed and constructive comments and suggestions. Any remaining errors are the responsibility of the authors. 1
Author: Chang, Carolyn W.
S.K. Chang, Jack
Lim, Kian-Guan
Appeared in: Journal of financial economics
Paging: Volume 48 (1998) nr. 2 pages 32 p.
Year: 1998
Contents:
Publisher: Elsevier Science S.A.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 3 of 4 found articles
 
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 Koninklijke Bibliotheek - National Library of the Netherlands