Results 221 to 230 of about 133,589 (258)

Too Many Options? Theory and Evidence on Option Exchange Design

SSRN Electronic Journal, 2004
In this paper I propose and test a model of option exchange design when investors choose among several exchange-traded options based on a trade-off between standardization costs and liquidity/transaction costs. The model employs a spatial economics approach to provide results for the existence of markets for particular option contracts on the exchange,
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Bond Power Exchange Options

SSRN Electronic Journal, 2021
We study power exchange options written on zero-coupon bonds under a stochastic string frame- work. We obtain closed-form expressions for pricing and hedging bond power exchange options and, as particular cases, the corresponding expressions for call power options and constant underlying elasticity in strikes (CUES) options.
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The Amsterdam options exchange in 1998:

European Management Journal, 2001
Abstract In the great share price setbacks of 1987 and 1998, financial authorities, in The Netherlands, as elsewhere in the world, adopted policies to stabilise financial markets. The Dutch response was effective in the former case but, in the latter instance, the actions of authorities magnified problems, especially for equity options markets.
André Dorsman, Adrian Buckley
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Structure of Exchange-Traded Options Markets

1991
In this chapter, I will examine how exchange-traded options markets function. Initially, I will explain the role of the clearing house and the mechanics of margining at a typical futures and options exchange. Then, I will examine in detail the structure of four option markets that have different structures: the Philadelphia Stock Exchange, the European
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Canada's Exchange Rate Options

Canadian Public Policy / Analyse de Politiques, 1999
anada has had a flexible exchange rate continuously in place for the better part of three decades. A great deal has changed in the interim, including our understanding of the economics of monetary policy; and a new debate about the relevant issues is surely welcome.
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Exchange options and spread options with stochastically correlated underlyings

Applied Economics Letters, 2022
Xingchun Wang, Xingchun Wang
exaly  

Analytically pricing exchange options with stochastic liquidity and regime switching

Journal of Futures Markets, 2023
Xin-Jiang He, Sha Lin
exaly  

Approximate pricing of American exchange options with jumps

Journal of Futures Markets, 2022
Petko Kalev, Zhaojun Yang, Robert Elliott   +2 more
exaly  

Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate

Communications in Statistics - Theory and Methods, 2023
Chao Deng, Xinwei Zhao
exaly  

A numerical approach to pricing exchange options under stochastic volatility and jump-diffusion dynamics

Quantitative Finance, 2021
Len Patrick Dominic Garces, Gerald Cheang   +1 more
exaly