An empirical analysis of the pricing of bank issued options versus options exchange options

J.R. Ter Horst, C.H. Veld

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	288-314
Journal	European Financial Management
Volume	14
Issue number	2
Publication status	Published - 2008

Cite this

@article{81ff396f199d4dcf923f34ac97d0a7b3,

title = "An empirical analysis of the pricing of bank issued options versus options exchange options",

author = "{Ter Horst}, J.R. and C.H. Veld",

note = "Appeared earlier as CentER DP 2002-95 (revised title)",

year = "2008",

language = "English",

volume = "14",

pages = "288--314",

journal = "European Financial Management",

issn = "1354-7798",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "2",

}