A simple options training model
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|Date of creation:||1999|
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- Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 2000.
"Pricing and hedging long-term options,"
Journal of Econometrics,
Elsevier, vol. 94(1-2), pages 277-318.
- Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1998. "Pricing and Hedging Long-Term Options," Yale School of Management Working Papers ysm90, Yale School of Management.
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