Feedback trading and index option prices

Unpublished conference/Abstract (Scientific congresses, symposiums and conference proceedings)

Lehnert, Thorsten

2016 • 10th International Conference on Computational and Financial Econometrics

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Feedback Trading.pdf

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Disciplines :

Finance

Author, co-author :

Lehnert, Thorsten ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)

External co-authors :

yes

Language :

English

Title :

Feedback trading and index option prices

Publication date :

10 December 2016

Event name :

10th International Conference on Computational and Financial Econometrics

Event date :

from 09.12.2016 to 11.12.2016

Audience :

International

Focus Area :

Finance

Available on ORBilu :

since 26 January 2018

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