Selling options
From MaRDI portal
Publication:2455665
DOI10.1016/j.jet.2006.08.005zbMath1281.91152MaRDI QIDQ2455665
Publication date: 26 October 2007
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2006.08.005
91G20: Derivative securities (option pricing, hedging, etc.)
91B26: Auctions, bargaining, bidding and selling, and other market models
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- Optimal Information Disclosure in Auctions and the Handicap Auction