Option implied stock buy-side and sell-side market depths
Year of publication: |
2019
|
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Authors: | Tsai, Feng-Tse |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 7.2019, 4/108, p. 1-16
|
Subject: | liquidity risk | market depth | option pricing | price impact | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Wertpapierhandel | Securities trading |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7040108 [DOI] hdl:10419/257946 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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