Are put-call ratios a substitute for short sales?
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- Review of Derivatives Research, 2015, v. 18, n. 1, p. 51, doi. 10.1007/s11147-014-9102-3
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- Article
Works matching IS 13806645 AND DT 2015 AND VI 18 AND IP 1
Results: 4
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2
Market making and risk management in options markets.
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- Review of Derivatives Research, 2015, v. 18, n. 1, p. 1, doi. 10.1007/s11147-014-9101-4
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- Publication type:
- Article
3
On pricing options with stressed-beta in a reduced form model.
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- Review of Derivatives Research, 2015, v. 18, n. 1, p. 29, doi. 10.1007/s11147-014-9103-2
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- Article
4
Commodity derivative valuation under a factor model with time-varying market prices of risk.
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- Review of Derivatives Research, 2015, v. 18, n. 1, p. 75, doi. 10.1007/s11147-014-9104-1
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- Article