Positive stock information in out-of-the-money option prices
Year of publication: |
[2018]
|
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Authors: | Gkionis, Konstantinos ; Kostakis, Alexandros ; Skiadopoulos, George ; Stilger, Przemyslaw S. |
Publisher: |
London : School of Economics and Finance, Queen Mary University of London |
Subject: | Option-Implied Information | Price Discovery | Risk-Neutral Skewness | Stock Underpricing | Downside Risk | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Risiko | Risk | Aktienoption | Stock option | Volatilität | Volatility |
Extent: | 1 Online-Ressource (circa 71 Seiten) Illustrationen |
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Series: | Working paper. - London : [Verlag nicht ermittelbar], ISSN 1473-0278, ZDB-ID 2666392-2. - Vol. no. 859 (May 2018) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/210416 [Handle] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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