Informativeness of truncation in the options market
Geul Lee, Doojin Ryu, Li Yang
| Year of publication: |
2025
|
|---|---|
| Authors: | Lee, Geul ; Ryu, Doojin ; Yang, Li |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 72.2025, Art.-No. 106490, p. 1-6
|
| Subject: | Domain stabilization | Option-implied moments | Return prediction | S&P500 options | Truncation | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.106490 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015176872