Results for Deep out-of-the-money put option

Publications & Outputs

1. Price convergence between credit default swap and put option: New evidence

   Chan, K. K., Kolokolova, O., Lin, M.-T. & Poon, S. H., 30/06/2023, In: Journal of Empirical Finance. 72, p. 188-213 26 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review