Work

Information about bank risk in options prices

Year: 2002

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/s0378-4266(02)00213-3

Authors: Steve Swidler, James A. Wilcox

Institutions: Auburn University, University of California, Berkeley

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2013348374

FWCI: 4.356

Cites: 18

Cited by: 32

Related to: 10