Demand-based option pricing
Nicolae Gârleanu; Lasse Heje Pedersen; Allen M. Poteshman
Year of publication: |
2009
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Authors: | Garleanu, Nicolae ; Pedersen, Lasse Heje ; Poteshman, Allen M. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 22.2009, 10, p. 4259-4299
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Subject: | Optionsgeschäft | Option trading | Hedging | Finanzmarkt | Financial market | Optionspreistheorie | Option pricing theory | Nachfrage | Demand | USA | United States | 1996-2001 |
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