Effect of institutional deleveraging on option valuation problems (Q1983756)
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scientific article; zbMATH DE number 7394179
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Effect of institutional deleveraging on option valuation problems |
scientific article; zbMATH DE number 7394179 |
Statements
Effect of institutional deleveraging on option valuation problems (English)
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10 September 2021
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option valuation
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fire sales
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deleverage
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risk-neutral pricing
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endogenous risk
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0.7664065957069397
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0.6875642538070679
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0.6751489639282227
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0.6728569269180298
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