Publications
Preprint · SSRN Electronic Journal · January 1, 2025
Market Structure, Trading Frictions, and the Profitability of Market Making in Index Options
Michal Czerwonko, Stylianos Perrakis, Lorne N. Switzer
Financial Markets and Investment StrategiesStochastic processes and financial applicationsFinancial Risk and Volatility Modelingmarket makingindex optionsmarket structure
More by Michal Czerwonko
- Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A ReplyCritical Finance Review · 2021 · Citations: 1
- Tail Risk, Almost Stochastic Dominance and Index Option AnomaliesSSRN Electronic Journal · 2021
- Mispriced index option portfoliosFinancial Management · 2019 · Citations: 25
- Index Option Anomalies: How Real Are They?SSRN Electronic Journal · 2018 · Citations: 3