What drives index options exposures?
Timothy Johnson, Mo Liang, and Yun Liu
| Year of publication: |
2018
|
|---|---|
| Authors: | Johnson, Tim ; Liang, Mo ; Liu, Yun |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 22.2018, 2, p. 561-593
|
| Subject: | Index options | Quantities | Derivates risk | Derivat | Derivative | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Risiko | Risk | Risikomanagement | Risk management | Schätzung | Estimation | Hedging | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfw061 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011990828