机译:对冲成本,流动性和库存管理:期权做市商的证据
Newhuadu Business School, Minjiang University, Fuzhou 350108, People's Republic of China;
Department of Finance, Guanghua School of Management, Peking University, Beijing 100871, People's Republic of China;
Guanghua School of Management, Peking University, Beijing 100871, People's Republic of China;
Department of Business, University of Wisconsin-Parkside, Kenosha, WI 53141, USA;
Bid-ask spreads; Hedging costs; Inventory management; Liquidity; Option market making;
机译:期权做市商的对冲和知情交易:理论和证据
机译:动态Delta Hedging下的可选边距的分析公式
机译:流动性成本下的小投资者期权对冲
机译:集成的数据包络分析(DEA)和对冲会计方法用于风险管理效率测量:来自亚太银行衍生品市场的证据
机译:关于期货和期权市场流动性成本的论文。
机译:中国货币市场率与股票市场流动性的非线性关系:多重分析
机译:从资金流动性到市场流动性:来自指数选项市场的证据