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Delta and vega exposure trading in stock and option markets
Maraachlian, Hilda; Rourke, Thomas - In: Journal of financial markets 18 (2014), pp. 96-125
Persistent link: https://www.econbiz.de/10010442472
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Price discovery in near- and away-from-the-money option markets
Rourke, Thomas - In: The financial review : the official publication of the … 48 (2013) 1, pp. 25-48
Persistent link: https://www.econbiz.de/10009717669
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The delta- and vega-related information content of near-the-money option market trading activity
Rourke, Thomas - In: Journal of financial markets 20 (2014), pp. 175-193
Persistent link: https://www.econbiz.de/10010442379