Price taking behavior and trading in options

DOI10.1016/0022-0531(84)90065-6zbMath0532.90011OpenAlexW2004615479MaRDI QIDQ789290

Haim Reisman, Leonard J. Mirman

Publication date: 1984

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2142/29114

zbMATH Keywords

arbitrage pricesEquilibrium prices of optionsnon-price-takerprice taking behaviortrading in options

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• The Pricing of Options and Corporate Liabilities
• Martingales and arbitrage in multiperiod securities markets
• On Shareholder Unanimity in Large Stock Market Economies
• Option pricing: A simplified approach

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