Information Content of Iron Butterfly Arbitrage Bounds
Informed traders trade options on underlying securities to lower transaction costs and increase financial leverage for price trend and variance strategies. Options markets play a significant role in price discovery by incorporating private information about future prices for an underlying security i...
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| Format: | Others |
| Language: | English |
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University of North Texas
2016
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| Online Access: | https://digital.library.unt.edu/ark:/67531/metadc955071/ |