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pro vyhledávání: '"Iňaki Rodríguez Longarela"'
Publikováno v:
Operations Research. 69:100-113
Research about equity index options has shown that option prices systematically violate rational pricing bounds for the risk-averse representative investor. These results raise the question of whether profitable trading possibilities exist in this ma
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c113471895df2d91fc7d458aedd6a24e
https://doi.org/10.1287/opre.2020.2012
https://doi.org/10.1287/opre.2020.2012
