Implied liquidity risk premia in option markets
Year of publication: |
2019
|
---|---|
Authors: | Guillaume, Florence ; Junike, Gero ; Leoni, Peter ; Schoutens, Wim |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 15.2019, 2, p. 233-246
|
Subject: | Conic finance | Distortion functions | Laplace distortion | WANG-transform | Risikoprämie | Risk premium | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Derivat | Derivative |
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