The Impact of Feedback Trading on Option Prices

Unpublished conference/Abstract (Scientific congresses, symposiums and conference proceedings)

Lehnert, Thorsten

2018 • 8th International Conference on MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE

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Granada2018.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 :

Language :

English

Title :

The Impact of Feedback Trading on Option Prices

Publication date :

05 April 2018

Event name :

8th International Conference on MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE

Event date :

from 04-04-2018 to 06-04-2018

Audience :

International

Focus Area :

Finance

Available on ORBilu :

since 07 May 2018

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Number of downloads

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