Journal of Banking & Finance Vol. 18 No. 1 1994

The pricing of convexity risk and timedecay in options markets

Stephen Figlewski¹; Steven Freund²

¹ New York University · ² Pennsylvania State University

DOI

10.1016/0378-4266(94)00079-4

Volume

18

Issue

1

Pages

73-91

Language

en

Sources

openalex crossref semanticscholar

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓