Garleanu, Nicolae (contributor); … - 2005
The Rodney L. White Center for Financial Research
Demand-Based Option Pricing …
Nicolae Garleanu
Lasse Heje Pedersen
Allen Poteshman
01-06
Demand-Based Option Pricing …∗
Nicolae Gˆarleanu†
Lasse Heje Pedersen‡
Allen M. Poteshman§
This version: November, 2005
Abstract
We model the demand …