The delta- and vega-related information content of near-the-money option market trading activity
Thomas Rourke
| Year of publication: |
2014
|
|---|---|
| Authors: | Rourke, Thomas |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 20.2014, p. 175-193
|
| Subject: | Option markets | Volatility trading | Price discovery | Volatilität | Volatility | Optionsgeschäft | Option trading | Derivat | Derivative | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | Informationswert | Information value | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010442379