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Option pricing under market maker's inventory risk : a case study of China

Deng, Zhijian; Yao, Yuhang - In: Finance research letters 66 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10015057717

Options trading and stock price informativeness

Cao, Jie; Goyal, Amit; Ke, Sai; Zhan, Xintong - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 4, pp. 1516-1540

Persistent link: https://www.econbiz.de/10015055417

A time series approach to option pricing : models, methods and empirical performances

Chorro, Christophe; Guégan, Dominique; Ielpo, Florian - 2015

Persistent link: https://www.econbiz.de/10010458461

Trading option portfolios using expected profit and expected loss metrics

Venter, Johannes Hendrik; Jongh, Pieter Juriaan de - In: Risks : open access journal 12 (2024) 8, pp. 1-18

When trading in the call and put contracts of option chains, the portfolios of strikes must be selected. The trader must also decide whether to take long or short positions at the selected strikes. Dynamic strategies for making these decisions are discussed in this paper. On any day, the...

Persistent link: https://www.econbiz.de/10015065879