Concept
Expiration (options)
Related publications (6)
Value Estimation versus Effort Mobilization: A General Dissociation between Ventromedial and Dorsomedial Prefrontal Cortex
Deciding on a course of action requires both an accurate estimation of option values and the right amount of effort invested in deliberation to reach suf fi cient con fi dence in the fi nal choice. In a previous study, we have provided evidence, across a s ...
Soc Neuroscience2024A Quantitative Comparison of Yield Curve Models in the MINT Economies
A yield curve is a line plotting bond yields (i.e. interest rates) as a function of their maturity date (their "expiration date''). When on a national scale, the yield curve represents the underlying interest rate structure of a country's economy. It is fu ...
2020Equilibrium Models for Derivatives Markets with Frictions
This thesis develops equilibrium models, and studies the effects of market frictions on risk-sharing, derivatives pricing, and trading patterns.
In the chapter titled "Imbalance-Based Option Pricing", I develop an equilibrium model of fragmented options m ...
EPFL2018