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The performance of model based option trading strategies
Eraker, Bjørn - In: Review of derivatives research 16 (2013) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10009729949
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The volatility premium
Eraker, Bjørn - In: The quarterly journal of finance 11 (2021) 3, pp. 1-35
Persistent link: https://www.econbiz.de/10012819501
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Market maker inventory, bid-ask spreads, and the computation of option implied risk measures
Eraker, Bjørn; Osterrieder, Daniela - In: Journal of financial econometrics 21 (2023) 5, pp. 1820-1851
Persistent link: https://www.econbiz.de/10014444758