Equilibrium open interest (Q608910): Difference between revisions

@@ Property / cites work @@
+The market for crash risk
@@ Property / cites work: The market for crash risk / rank @@
+Normal rank
@@ Property / cites work @@
+Heterogeneity and option pricing
@@ Property / cites work: Heterogeneity and option pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal positioning in derivative securities
@@ Property / cites work: Optimal positioning in derivative securities / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794153
@@ Property / cites work: Q4794153 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5588318
@@ Property / cites work: Q5588318 / rank @@
+Normal rank
@@ Property / cites work @@
+A General Equilibrium Analysis of Option and Stock Market Interactions
+Normal rank
@@ Property / cites work @@
+The equilibrium allocation of diffusive and jump risks with heterogeneous agents
+Normal rank
@@ Property / cites work @@
+An Empirical Portfolio Perspective on Option Pricing Anomalies*
+Normal rank
@@ Property / cites work @@
+Who buys and who sells options: the role of options in an economy with background risk
+Normal rank
@@ Property / cites work @@
+Risk Vulnerability and the Tempering Effect of Background Risk
+Normal rank
@@ Property / cites work @@
+Asset allocation and derivatives
@@ Property / cites work: Asset allocation and derivatives / rank @@
+Normal rank
@@ Property / cites work @@
+Q3994411
@@ Property / cites work: Q3994411 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic methods for asset market equilibrium analysis
+Normal rank
@@ Property / cites work @@
+Options and Efficiency
@@ Property / cites work: Options and Efficiency / rank @@
+Normal rank
@@ Property / cites work @@
+The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
+Normal rank
@@ Property / cites work @@
+Investor heterogeneity, asset pricing and volatility dynamics
+Normal rank