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Börsenkurs 1 Börsenumsatz 1 Deutschland 1 Index-Futures 1 Market Microstructure 1 Mikrostrukturanalyse 1 Options Volum 1 Schätzung 1 Wertpapiertermingeschäft 1
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Lazarov, Zdravetz 1
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Did you mean: subject:"Options volume" (5 results)
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Distribution of Trading Activity across Strike Prices in the DAX Index Options Market
Lazarov, Zdravetz - 2004
In this paper we propose and estimate an econometric model for the distribution of trading activity across options written on the DAX index. The model is based on the observation that in this market options with strike prices ending on 000, 200, 400, 600 and 800 (the class of 200-strike options)...
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