Option pricing in markets with informed traders
Yuan Hu, Abootaleb Shirvani, Stoyan Stoyanov, Young Shin Kim, Frank J. Fabozzi and Svetlozar T. Rachev
| Year of publication: |
2020
|
|---|---|
| Authors: | Hu, Yuan ; Shirvani, Abootaleb ; Stoyanov, Stoyan V. ; Kim, Young Shin ; Fabozzi, Frank J. ; Račev, Svetlozar T. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 23.2020, 6, p. 1-32
|
| Subject: | Theory of option pricing | markets with informed traders | European call option prices for inform traders | Optionspreistheorie | Option pricing theory | Informationsökonomik | Economics of information | Wertpapierhandel | Securities trading | Derivat | Derivative | Asymmetrische Information | Asymmetric information |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024920500375 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496747