I Logo link to the College of Business I Logo link to the University of Illinois
spacer Title Bar link to the Department of Finance   Title Bar redirect to college

Anurag Gupta

Co-Author

Research coAuthored with College of Business Faculty

Journal Articles

"Liquidity Effects in OTC Options Markets: Premium or Discount?." P. Deuskar, A. Gupta, M. Subrahmanyam, Journal of Financial Markets, (14) 127-160 2011


"The Economic Determinants of Interest Rate Option Smiles." P. Deuskar, A. Gupta, M. Subrahmanyam, Journal of Banking and Finance, (32) 5 714-728 2008

 

uiuc.edu © Copyright 2007 Department of Finance, University of Illinois