Adverse Selection Costs in Option Spreads : (Why) Does the Stoll Model Fail in the German Option Market?


Behr, Matina L. ; Bühler, Wolfgang


Document Type: Working paper
Year of publication: 1998
The title of a journal, publication series: Working papers / Lehrstuhl für ABWL und Finanzierung
Volume: 98-3
Place of publication: Mannheim
Publication language: English
Institution: Business School > ABWL u. Finanzierung (Bühler Em)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Behr, Matina L. ; Bühler, Wolfgang (1998) Adverse Selection Costs in Option Spreads : (Why) Does the Stoll Model Fail in the German Option Market? Working papers / Lehrstuhl für ABWL und Finanzierung Mannheim 98-3 [Working paper]


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