Longstaff
Longstaff has been mentioned or cited less than a dozen times throughout all the RSS channels we monitor. Especially, the channel 'QuickReadBuzz' contains less than a dozen references to this person (or maybe different people with similar names) alone. As it’s displayed on the chart below, Longstaff was highly popular in May, 2016.
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[...] 3 (Fall 2009): 145. 23. Martin Green, “Do Maximum Strike Price Lookback (Longstaff) and Other Put Option Models Produce a Marketability Premium or a Discount?” Business [...]
quickreadbuzz.com
[...] for moderate volatilities, but at higher volatilities the Chaffe model generates high DLOMs. Longstaff Model Francis A. Longstaff authored a study that relies on stock options to estimate the DLOM [...]
quickreadbuzz.com