A risk-based evaluation of the free-trader option

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

Access to Document

@article{24486c7115234480978b3882944dd3c5,

title = "A risk-based evaluation of the free-trader option",

author = "Chen, \{Ren Raw\} and Fabozzi, \{Frank J.\}",

year = "2010",

month = mar,

doi = "10.1080/14697681003665664",

language = "英语",

volume = "10",

pages = "235--240",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Taylor and Francis Ltd.",

number = "3",

}

TY - JOUR

T1 - A risk-based evaluation of the free-trader option

AU - Chen, Ren Raw

AU - Fabozzi, Frank J.

PY - 2010/3

Y1 - 2010/3

UR - https://www.scopus.com/pages/publications/77949339807

U2 - 10.1080/14697681003665664

DO - 10.1080/14697681003665664

M3 - 文章

AN - SCOPUS:77949339807

SN - 1469-7688

VL - 10

SP - 235

EP - 240

JO - Quantitative Finance

JF - Quantitative Finance

IS - 3

ER -