Put option exercise and short stock interest arbitrage
Year of publication: |
2013
|
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Authors: | Barraclough, Kathryn ; Whaley, Robert E. |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 11.2013, 1, p. 66-81
|
Subject: | Arbitrage | Optionsgeschäft | Option trading | Aktienoption | Stock option | Optionspreistheorie | Option pricing theory |
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