Investment disputes and their explicit role in option market uncertainty and overall risk instability
Zdeněk Drábek, Miloš Kopa, Matúš Maciak, Michal Pešta, Sebastiano Vitali
| Year of publication: |
2023
|
|---|---|
| Authors: | Drábek, Zdeněk ; Kopa, Miloš ; Maciak, Matúš ; Pešta, Michal ; Vitali, Sebastiano |
| Published in: |
Computational management science. - Heidelberg : Springer, ISSN 1619-6988, ZDB-ID 2107564-5. - Vol. 20.2023, 1, Art.-No. 15, p. 1-25
|
| Subject: | Artificial options | Changepoint detection | Implied volatility | Investment disputes | Panel data | Sparsity | Volatilität | Volatility | Risiko | Risk | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Panel | Panel study |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-023-00447-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014391957