Disagreement and equilibrium option trading volume

DOI10.1023/A:1016583612942zbMath1054.91028OpenAlexW1606163339MaRDI QIDQ1415633

Mark A. Cassano

Publication date: 9 December 2003

Published in: Review of Derivatives Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1016583612942

zbMATH Keywords

heterogeneous beliefsComplete markets

Mathematics Subject Classification ID

Trade models (91B60) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (1)

Impact of risk aversion and belief heterogeneity on trading of defaultable claims

This page was built for publication: Disagreement and equilibrium option trading volume