Global ETD Search
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Showing 1 to 2 of 2 for “"Hedging pressure"”.
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Asset valuation in dry bulk shipping
… pricing framework that can incorporate both the “hedging pressure” feature and a heterogeneous-beliefs explanation.
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Issues in Derivatives Price Dynamics
… explanations based on crash risk and buying pressure. In this study, we obtain data on all transactions on Treasury futures call and put options spanning a decade, and explore the nature of both realized and expected interest rate option returns. The use of treasury data in this setting …