We thank Peter Christoffersen, Jin-Chuan Duan, Kris Jacobs, Jangkoo Kang, Chris Lamoureux, Moshe Milevsky, Chris Telmer, Jason Wei, Shu Yan, participants of finance seminars at the University of Arizona, National University of Singapore, the Third International Conference of Financial Markets, and the International Symposium on Risk Management and Derivatives, and the anonymous referee for helpful comments and suggestions. The financial support of the Social Sciences and Humanity Research Council of Canada is gratefully acknowledged.
A random walk down the options market
Article first published online: 27 APR 2011
© 2011 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 32, Issue 6, pages 505–535, June 2012
How to Cite
Jiang, G. J. and Tian, Y. S. (2012), A random walk down the options market. J. Fut. Mark., 32: 505–535. doi: 10.1002/fut.20528
- Issue published online: 23 APR 2012
- Article first published online: 27 APR 2011
- Manuscript Accepted: MAR 2011
- Manuscript Received: JUL 2010
- Social Sciences and Humanity Research Council of Canada
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