Equilibrium open interest
type: Item
instance of: scholarly article
title: Equilibrium open interest
zbMATH Open document ID: 1200.91112
author: Kenneth L. Judd
author: Dietmar P. J. Leisen
publication date: 2010-11-26T00:00:00Z
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 5820000
zbMATH Keywords: option demand
zbMATH Keywords: open interest
zbMATH Keywords: co-skewness
zbMATH Keywords: skewness preference
MaRDI profile type: Publication
full work available at URL: j.jedc.2010.07.006
OpenAlex ID: W1989625696
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DOI: 10.1016/J.JEDC.2010.07.006
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 5820000