0DTE Option Pricing
Year of publication: |
[2023]
|
---|---|
Authors: | Bandi, Federico M. ; Fusari, Nicola ; Renò, Roberto |
Publisher: |
[S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 7, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4503344 [DOI] |
Classification: | C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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