We are grateful to the editor and an anonymous referee for very helpful remarks that helped improve the study.
Some New Results on When Extra Risk Strictly Increases an Option's Value
Article first published online: 15 MAR 2012
© 2012 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 33, Issue 1, pages 44–54, January 2013
How to Cite
Huang, J. and Zhang, D. (2013), Some New Results on When Extra Risk Strictly Increases an Option's Value. J. Fut. Mark., 33: 44–54. doi: 10.1002/fut.21556
- Issue published online: 23 OCT 2012
- Article first published online: 15 MAR 2012
- Manuscript Accepted: 25 JAN 2012
- Manuscript Received: 13 DEC 2011
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!