Gamma positioning and market quality-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Gamma positioning and market quality

Published:2024-07 Issue: Volume:164 Page:104880
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Buis Boyd,Pieterse-Bloem Mary,Verschoor Willem F.C.,Zwinkels Remco C.J.^ORCID

Publisher

Elsevier BV

Reference30 articles.

1. Option pricing and hedging with liquidity costs and market impact;Abergel,2017

2. Treasury price swings on October 15, 2014;Almgren,2015

3. Option hedging with smooth market impact;Almgren;Mark. Microstruct. Liq.,2016

4. The impact of option hedging on the spot market volatility;Anderegg;J. Int. Money Financ.,2022

5. Machine learning and speed in high-frequency trading;Arifovic;J. Econ. Dyn. Control,2022

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP