Alternative Market Structures for Derivatives
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Cited by:
- Koch, Alexander K. & Lazarov, Zdravetz, 2007. "The Trade-Off Between Liquidity and Precision of Position in Option Contracts," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 3(01-2), pages 1-24.
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More about this item
Keywords
Options; Market Design; Microstructure; Bid-Ask Spreads;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2003-11-16 (Financial Markets)
- NEP-RMG-2003-11-16 (Risk Management)
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