Work

Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options

Year: 2001

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.282451

Authors: Gurdip S. Bakshi, Nikunj Kapadia, Dilip B. Madan

Institutions: Temple University, University of Massachusetts Amherst, University of Maryland, College Park

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2115385290

Cites: 34

Cited by: 419

Related to: 10