Price Discovery for Derivatives
The study investigates price discovery in a model where an agent has private information about state probabilities, extending the setting to Arrow-Debreu securities and analyzing the impact of informed demand price and information efficiency of prices.
Featured in No. 38 on 21 Feb 2024 ·
- Released
- 13 Jun 2021
- First featured
- No. 38 · 21 Feb 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 227
- Identifier
- SSRN 4728383
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