Review of Derivatives Research 3/2021 | springerprofessional.de

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Review of Derivatives Research

Content (4 Articles)

Idiosyncratic volatility, option-based measures of informed trading, and investor attention

Open Access

Hannes Mohrschladt, Judith C. Schneider

Mean-variance hedging in the presence of estimation risk

Wan-Yi Chiu

Pricing vulnerable options with jump risk and liquidity risk

Xingchun Wang

Does model complexity improve pricing accuracy? The case of CoCos

Open Access

Christian Koziol, Sebastian Weitz

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