Pricing and hedging long-term options
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Publication:1969824
DOI10.1016/S0304-4076(99)00023-8zbMath0989.91041OpenAlexW2108640061MaRDI QIDQ1969824
Gurdip Bakshi, Charles Cao, Zhi-Wu Chen
Publication date: 2 January 2002
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(99)00023-8
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