Open AccessEffect of institutional deleveraging on option valuation problems
Author(s) -
Qingqing Yang,
WaiKi Ching,
Wan-Hua He,
Na Song
Publication year - 2021
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2020060
Subject(s) - call option , issuer , valuation (finance) , valuation of options , moneyness , deleveraging , financial economics , economics , volatility (finance) , business , econometrics , financial crisis , finance , macroeconomics