Illiquidity Premia in the Equity Options Market
Year of publication: |
2017
|
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Authors: | Christoffersen, Peter |
Other Persons: | Goyenko, Ruslan (contributor) ; Jacobs, Kris (contributor) ; Karoui, Mehdi (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Optionsgeschäft | Option trading | Aktienoption | Stock option | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (72 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Review of Financial Studies Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 21, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.1784868 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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