The stochastic dominance violation of index call options in the presence of market makers
Year of publication: |
June 2018
|
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Authors: | Kang, Sang Baum |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 8.2018, 9, p. 1614-1622
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Subject: | Heterogeneity in Beliefs | Index Option | Stochastic Dominance | Market Maker | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | CAPM | Optionsgeschäft | Option trading |
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