Positive stock information in out-of-the-money option prices
Year of publication: |
2021
|
---|---|
Authors: | Gkionis, Konstantinos ; Kostakis, Alexandros ; Skiadopoulos, George ; Stilger, Przemyslaw S. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 128.2021, p. 1-19
|
Subject: | Option-Implied information | Price discovery | Risk-Neutral skewness | Stock underpricing | Downside risk | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Risiko | Risk | Aktienoption | Stock option | Volatilität | Volatility |
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