What drives option prices ?
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | Journal of Trading |
| Author | Abergel, Frédéric, Zaatour, Riadh |
| Maintainer | CCSD |
| Last Updated | May 21, 2026, 23:33 (UTC) |
| Created | May 21, 2026, 23:33 (UTC) |
| Identifier | hal-00687675 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Chaire de finance quantitative (FiQuant) ; Mathématiques et Informatique pour la Complexité et les Systèmes (MICS) ; CentraleSupélec-CentraleSupélec |
| creator | Abergel, Frédéric |
| date | 2012-06-21T00:00:00 |
| harvest_object_id | 545ce8dd-c8a9-4a87-8dc3-6a7a3330d2b2 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2026-03-22T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/doi/10.3905/jot.2012.7.3.012 |
| set_spec | type:ART |