Jan Harren

University of Muenster - Finance Center Muenster

University of Muenster - Finance Center Muenster

Universitätsstraße 14-16

Muenster, 48143

Germany

  • University of Muenster - Finance Center Muenster

SCHOLARLY PAPERS

1

DOWNLOADS

539

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

Option Liquidity and Gamma Imbalances

Number of pages: 44 Posted: 30 Jun 2022 Last Revised: 09 Jan 2023
Leander Gayda, Thomas Gruenthaler and Jan Harren
University of Münster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads 539 (83,573)

Abstract:

Loading...

Liquidity Risk, Option Markets, Option Liquidity, Liquidity Spirals, Hedge Demand, Gamma Risk