Counter-cyclical margins for option portfolios
Year of publication: |
2023
|
---|---|
Authors: | Chen, Yuanyuan ; Wu, Qi ; Li, Duan |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 146.2023, p. 1-33
|
Subject: | Portfolio-Management | Portfolio selection | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
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