Case study of event risk management with options strangles and straddles
Author:
Affiliation:
1. Accounting, Finance & Real Estate Department Pepperdine Graziadio Business School Los Angeles California USA
2. CME Group Chicago Illinois USA
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/rfe.1143
Reference31 articles.
1. The distribution of realized stock return volatility
2. The Pricing of Options and Corporate Liabilities
3. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?
4. Why Are Put Options So Expensive?
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