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  • Chen, Nai-fu
  • Johnson, Herb
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    File URL: http://www.sciencedirect.com/science/article/B6VBX-45KNKP7-2C/2/d800a1dd70257672c1740ee885abdcbc
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Financial Economics.

    Volume (Year): 14 (1985)
    Issue (Month): 2 (June)
    Pages: 317-321

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    Handle: RePEc:eee:jfinec:v:14:y:1985:i:2:p:317-321

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    Web page: http://www.elsevier.com/locate/inca/505576

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    Cited by:
    1. F. De Roon & C. Veld & J. Wei, 1998. "A study on the efficiency of the market for Dutch long-term call options," The European Journal of Finance, Taylor & Francis Journals, vol. 4(2), pages 93-111.
    2. Robert F. Engle & Joshua V. Rosenberg, 1995. "GARCH Gamma," NBER Working Papers 5128, National Bureau of Economic Research, Inc.
    3. Butler, J. S. & Schachter, Barry, 1996. "The statistical properties of parameters inferred from the black-scholes formula," International Review of Financial Analysis, Elsevier, vol. 5(3), pages 223-235.

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