A Portfolio Perspective on Option Pricing Anomalies
Year: 2003
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.424384
Authors: Joost Driessen, Pascal J. Maenhout
Institutions: Tilburg University, INSEAD, INSEAD, INSEAD
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W1514788722