An error of collateral : why selling SPX put options may not be profile
Year of publication: |
2012
|
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Authors: | Berkovich, Efraim ; Shachmurove, Yochanan |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 20.2012, 3, p. 31-42
|
Subject: | Optionsgeschäft | Option trading | Kreditsicherung | Collateral | Optionspreistheorie | Option pricing theory |
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