Pricing of risk in credit and equity index options : a role for option order flow?

Pierre Collin-Dufresne, Anders B. Trolle

Year of publication:	[2024] ; This version: November 19, 2024
Authors:	Collin-Dufresne, Pierre ; Trolle, Anders B.
Publisher:	Geneva : Swiss Finance Institute
Subject:	Credit risk \| credit and equity index options \| demand-based pricing \| Kreditrisiko \| Optionsgeschäft \| Option trading \| Index-Futures \| Index futures \| Optionspreistheorie \| Option pricing theory

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