Equilibrium open interest (Q608910)

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Equilibrium open interest
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    Statements

    title
    Equilibrium open interest (English)
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    author
    Kenneth L. Judd
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    Dietmar P. J. Leisen
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    publication date
    26 November 2010
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    zbMATH Keywords
    option demand
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    open interest
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    co-skewness
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    skewness preference
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    Identifiers

    Mathematics Subject Classification ID
    91B24
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    91G10
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    91G20
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    zbMATH DE Number
    5820000
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