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Is there an informationally passive benchmark for option pricing incorporating maturity?

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APA Style

Henderson, V., Hobson¶, D., & Kluge¶, T. (2007). Is there an informationally passive benchmark for option pricing incorporating maturity? Quantitative Finance, 7(1), 75–86.

MLA Style

Henderson, V., et al. “ Is There an Informationally Passive Benchmark for Option Pricing Incorporating Maturity?” Quantitative Finance, vol. 7, no. 1, 2007, pp. 75–86.

Chicago Style

Henderson, V, D Hobson¶, and T Kluge¶. 2007. “ Is There an Informationally Passive Benchmark for Option Pricing Incorporating Maturity?” Quantitative Finance 7 (1): 75–86.
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Publisher copy:: 10.1080/14697680601011438

Authors

+ Henderson, V More by this author

Institution:: University of Oxford
Division:: SSD
Department:: Divisional Administration
Sub department:: Oxford-Man Institute
Role:: Author

+ Hobson¶, D More by this author

Role:: Author

+ Kluge¶, T More by this author

Role:: Author

Journal:: Quantitative Finance More from this journal
Volume:: 7
Issue:: 1
Pages:: 75-86
Publication date:: 2007-02-01
DOI:: 10.1080/14697680601011438
EISSN:: 1469-7696
ISSN:: 1469-7688

Pubs id:: pubs:324993
UUID:: uuid:fae08f4d-855d-4151-9e41-94b53f13b67b
Local pid:: pubs:324993
Source identifiers:: 324993
Deposit date:: 2013-11-17

Terms of use

Copyright date:: 2007

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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