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Charles Schwab Corporation (United States)

1 paper here12 citations across 1
fields
  • q-fin.MF1
ROR 049vx3n55OpenAlex

affiliations via OpenAlex

most citedOption Pricing in Markets with Informed Traders

12 citations

researchers with a paper here
  • Abootaleb Shirvani1 · h 10
  • F. Fabozzi1 · h 61
  • S. Rachev1 · h 57
  • Stoyan Stoyanov1 · h 4
  • Y. S. Kim1 · h 18
  • Yuan Hu1 · h 6
collaborating institutions
  • Ecole des Hautes Etudes Commerciales du NordFR1 paper
  • Stony Brook UniversityUS1 paper
  • Texas Tech UniversityUS1 paper

1 paper

q-fin.MF2020★ 12 cited

Option Pricing in Markets with Informed Traders

Yuan Hu, Abootaleb Shirvani, Stoyan Stoyanov +3

The objective of this paper is to introduce the theory of option pricing for markets with informed traders within the framework of dynamic asset pricing theory. We introduce new mo…

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