Limits to Market Making and the Skewness Risk Premium in Options Markets
Year of publication: |
2012
|
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Authors: | Ruf, Thomas |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Optionsgeschäft | Option trading | Theorie | Theory |
Extent: | 1 Online-Ressource (64 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 27, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2023942 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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