Large traders and illiquid options: Hedging vs. manipulation
Year of publication: |
2011
|
---|---|
Authors: | Kraft, Holger ; Kühn, Christoph |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 35.2011, 11, p. 1898-1915
|
Publisher: |
Elsevier |
Subject: | Price impact | Illiquidity | Option pricing | Portfolio choice | Manipulation |
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