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The Optimal Demand for Retail Derivatives · Study

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PreprintThe Optimal Demand for Retail Derivatives

Nicole Branger2008

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Preprintgreen2008

The Optimal Demand for Retail Derivatives

Nicole Branger · Beate Breuer

28 citations·0/0 files stored·SSRN Electronic Journal

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Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1992Advances in prospect theory: Cumulative representation of uncertainty 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions 2002The jump-risk premia implicit in options: evidence from an integrated time-series study 2000Post-'87 crash fears in the S&P 500 futures option market 2004Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices 2003Delta-Hedged Gains and the Negative Market Volatility Risk Premium 2001Expected Option Returns 2009Understanding Index Option Returns

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Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations28

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.2139/ssrn.1101399

openalex_workW9390679

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