Publications
4 shownThe Pricing of Options and Corporate Liabilities
If options are correctly priced in the market, it should not be possible to make sure profits by creating portfolios of long and short positions in options and their underlying ...
Frequent Co-Authors
Researcher Info
- h-index
- 4
- Publications
- 4
- Citations
- 30,286
- Institution
- Massachusetts Institute of Technology
External Links
Impact Metrics
h-index
4
h-index: Number of publications with at least h citations each.