OPTION PRICING IN MARKETS WITH INFORMED TRADERS

International Journal of Theoretical and Applied Finance, Vol. 23 N° 6 pp. 1 - 32, September 2020

Author(s):

Yuan Hu

Department of Mathematics and Statistics, Texas Tech University

Abootaleb Shirvani

Department of Mathematics and Statistics, Texas Tech University

Stoyan Stoyanov

Charles Schwab Corporation

Young Shin Kim

College of Business, Stony Brook University

Frank J; Fabozzi

EDHEC Business School,

Svetlozar Rachev

Department of Mathematics and Statistics, Texas Tech University

International Journal of Theoretical and Applied Finance, Vol. 23 N° 6 pp. 1 - 32, September 2020

Type: Academic publication
Date: le 05/09/2020
Research Cluster : Finance
Source : International Journal of Theoretical and Applied Finance

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