Alessio Pietrobono

affiliation not provided to SSRN

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Scholarly Papers (1)

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Blocktrades in OTC Options Markets: Price Impact and Liquidity Effects

Number of pages: 26 Posted: 26 Jun 2019 Last Revised: 02 Jul 2019
Ruediger Kiesel and Alessio Pietrobono
University of Duisburg-Essen - Faculty of Economic Science and affiliation not provided to SSRN
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Abstract:

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OTC Derivatives, Black Scholes Model, Financial Crisis