Market maker inventory, bid-ask spreads, and the computation of option implied risk measures
Bjørn Eraker and Daniela Osterrieder
| Year of publication: |
2023
|
|---|---|
| Authors: | Eraker, Bjørn ; Osterrieder, Daniela |
| Subject: | asymmetric bid-ask spreads | biased option mid-quotes | market-maker inventory | option-implied risk measures | Geld-Brief-Spanne | Bid-ask spread | Risikomaß | Risk measure | Optionsgeschäft | Option trading | Messung | Measurement | Risiko | Risk | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbac025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014444758