Open AccessStock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
Author(s) -
Nikunj Kapadia,
Gurdip Bakshi,
Dilip B. Madan
Publication year - 2000
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.239528
Subject(s) - skew , equity (law) , business , stock (firearms) , financial economics , economics , monetary economics , econometrics , law , computer science , geography , telecommunications , political science , archaeology
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