Case study of event risk management with options strangles and straddles
Clemens Kownatzki, Bluford Putnam, Arthur Yu
| Year of publication: |
2022
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|---|---|
| Authors: | Kownatzki, Clemens ; Putnam, Bluford H. ; Yu, Arthur Zeyang |
| Published in: |
Review of financial economics : RFE. - Hoboken, NJ : Wiley, ISSN 1873-5924, ZDB-ID 2015922-5. - Vol. 40.2022, 2, p. 150-167
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| Subject: | event risk | futures | options | pandemic | risk management | sentiment indicators | Risikomanagement | Risk management | Optionsgeschäft | Option trading | Theorie | Theory | Coronavirus | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/rfe.1143 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013185897