Demand-based option pricing
By: Nicolae Garleanu, Lasse Heje Pedersen, Allen M. Poteshman.
Contributors: Pedersen, Lasse Heje.; Poteshman, Allen M.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 11843.; Working paper series (National Bureau of Economic Research) -- working paper no. 11843.
Publisher: National Bureau of Economic Research
Published: 2005
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 48
Subjects: Options (Finance) -- Econometric models; Hedging (Finance) -- Econometric models; Stock options -- Econometric models
Notes: "December 2005."

NBER working paper series.

Includes bibliographical references (p. 46-48).

Also available in PDF from the NBER world wide web site (www.nber.org).