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THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK - MaRDI portal

THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK (Q5010076)

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scientific article; zbMATH DE number 7384604
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English
THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK
scientific article; zbMATH DE number 7384604

    Statements

    title
    THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK (English)
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    author
    Vicky Henderson
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    Jia Sun
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    A. Elizabeth Whalley
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    publication date
    24 August 2021
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    zbMATH DE Number
    7384604
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    zbMATH Keywords
    utility indifference pricing
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    American options
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    lookback options
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    option backdating
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    executive stock options
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    OpenAlex ID
    W3183353063
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