Consistent Pricing of Options on Leveraged ETFs

Andrew Ahn, Martin B. Haugh, Ashish Jain. Consistent Pricing of Options on Leveraged ETFs. SIAM J. Financial Math., 6(1):559-593, 2015. [doi]

Authors

Andrew Ahn

This author has not been identified. Look up 'Andrew Ahn' in Google

Martin B. Haugh

This author has not been identified. Look up 'Martin B. Haugh' in Google

Ashish Jain

This author has not been identified. Look up 'Ashish Jain' in Google