Hedging costs and joint determinants of premiums and spreads in structured financial products
O Entrop, G Fischer - Journal of Futures Markets, 2020 - Wiley Online Library
Evaluating more than 317,000 discount certificates in the German secondary market, we find
that premiums and spreads are endogenous and negatively related but depend on different …
that premiums and spreads are endogenous and negatively related but depend on different …
Listing of classical options and the pricing of discount certificates
A Schertler - Journal of Banking & Finance, 2021 - Elsevier
Do new listings of EUREX options affect the prices of discount certificates that are replicated
with precisely such a newly listed option? An event study provides a significantly negative …
with precisely such a newly listed option? An event study provides a significantly negative …