Options resilience during extreme volatility : evidence from the market events of May 2010
Year of publication: |
2014
|
---|---|
Authors: | Cakici, Nusret ; Goswami, Gautam ; Tan, Sinan |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 49.2014, p. 262-274
|
Subject: | Market events of May 6th 2010 | Options markets | Resilience | Optionsgeschäft | Option trading | USA | United States | Volatilität | Volatility |
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