A tractable framework for option pricing with dynamic market maker inventory and wealth
Mathieu Fournier and Kris Jacobs
| Year of publication: |
2020
|
|---|---|
| Authors: | Fournier, Mathieu ; Jacobs, Kris |
| Subject: | Börsenmakler | Stockbrokers | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109019000462 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012244210