Pages that link to "Item:Q2000692"
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The following pages link to Implied liquidity risk premia in option markets (Q2000692):
Displaying 5 items.
- Asymmetric information about volatility: how does it affect implied volatility, option prices and market liquidity? (Q375487) (← links)
- Option market making under inventory risk (Q836039) (← links)
- Estimation of the bid-ask prices for the European discrete geometric average and arithmetic average Asian options (Q2045356) (← links)
- Valuation of bid and ask prices for European options under mixed fractional Brownian motion (Q2130778) (← links)
- Risk premiums in a simple market model for implied volatility (Q5397415) (← links)