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

Authors: Vicky Henderson ^a; David Hobson ^b; Tino Kluge ^c

Affiliations:	^a Bendheim Center for Finance and ORFE, Princeton University, Princeton, NJ, 08544, USA
	^b Department of Mathematics, University of Bath, Bath BA2 7AY, UK
	^c Statistical Laboratory, Centre for Mathematical Sciences, Cambridge CB3 0WB, UK

DOI: 10.1080/14697680601011438

Publication Frequency: 10 issues per year

Published in: journal

Quantitative Finance, Volume 7, Issue 1 February 2007 , pages 75 - 86

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: HTML (English) : PDF (English)

Article Requests: Order Reprints : Request Permissions

Linking to informaworld

Article Link

To link directly to Is there an informationally passive benchmark for option pricing incorporating maturity?:

Open URL Style	http://www.informaworld.com/openurl?genre=article&issn=1469-7688&volume=7&issue=1&spage=75
DOI	http://dx.doi.org/10.1080/14697680601011438

Issue Link

To link directly to Quantitative Finance, Volume 7 No. 1:

Open URL Style

Journal Link

To link directly to Quantitative Finance:

Open URL Style	http://www.informaworld.com/openurl?genre=journal&issn=1469-7688
Paper ISSN	http://www.informaworld.com/1469-7688
Electronic ISSN	http://www.informaworld.com/1469-7696