Informed option-trading strategies: the impact on the underlying price process

C (Cyriel) de Jong

Informed option-trading strategies: the impact on the underlying price process

C (Cyriel) de Jong

Department of Finance

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original language	Undefined/Unknown
Publisher	Erasmus Research Institute of Management (ERIM)
Number of pages	35
Edition	ERIM Report Series Research in Management (issn 1566-5283) 119
Publication status	Published - 2001

Publication series

Series	ERIM Report Series Research in Management (issn 1566-5283)
Volume	119

Cite this

@book{24691f83cac9435c8eecb74c3f5fab29,

title = "Informed option-trading strategies: the impact on the underlying price process",

author = "{de Jong}, {C (Cyriel)}",

note = "ERS-2000-12-F&A",

year = "2001",

language = "Undefined/Unknown",

series = "ERIM Report Series Research in Management (issn 1566-5283)",

publisher = "Erasmus Research Institute of Management (ERIM)",

address = "Netherlands",

edition = "ERIM Report Series Research in Management (issn 1566-5283) 119",

}

Informed option-trading strategies: the impact on the underlying price process. / de Jong, C (Cyriel).

ERIM Report Series Research in Management (issn 1566-5283) 119 ed. Erasmus Research Institute of Management (ERIM), 2001. 35 p. (ERIM Report Series Research in Management (issn 1566-5283), Vol. 119).

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

TY - BOOK

T1 - Informed option-trading strategies: the impact on the underlying price process

AU - de Jong, C (Cyriel)

N1 - ERS-2000-12-F&A

PY - 2001

Y1 - 2001

UR - https://dspace.ubib.eur.nl/retrieve/116/erimrs20011018142705.pdf

M3 - Report

T3 - ERIM Report Series Research in Management (issn 1566-5283)

BT - Informed option-trading strategies: the impact on the underlying price process

PB - Erasmus Research Institute of Management (ERIM)

ER -

Informed option-trading strategies: the impact on the underlying price process

Publication series

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Cite this