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An Econometric Model for Option Price with Implications for Investors' Expectations and Audacity

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  • Kassouf, Sheen T

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  • Kassouf, Sheen T, 1969. "An Econometric Model for Option Price with Implications for Investors' Expectations and Audacity," Econometrica, Econometric Society, vol. 37(4), pages 685-694, October.
    • Handle: RePEc:ecm:emetrp:v:37:y:1969:i:4:p:685-94
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    Cited by:

    1. Lieu, Derming, 1997. "Estimation of empirical pricing equations for foreign-currency options: Econometric models vs. arbitrage-free models," International Review of Economics & Finance, Elsevier, vol. 6(3), pages 259-286.
    2. Veld, C.H., 1991. "Warrant pricing : A review of theoretical and empirical research," Other publications TiSEM ac252bad-d1c0-45d6-832a-f, Tilburg University, School of Economics and Management.
    3. Godfrey Charles-Cadogan, 2012. "Alpha Representation For Active Portfolio Management and High Frequency Trading In Seemingly Efficient Markets," Papers 1206.2662, arXiv.org.

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