Option pricing for informed traders

Stoyan V. Stoyanov, Yong Shin Kim, Svetlozar T. Rachev, Frank J. Fabozzi

Research output: Contribution to journalArticlepeer-review


In this paper we extend the theory of option pricing to take into account and explain the empirical evidence for asset prices such as non-Gaussian returns, long-range dependence, volatility clustering, non-Gaussian copula dependence, as well as theoretical issues such as asymmetric information and the presence of limited arbitrage opportunities.

Original languageEnglish
JournalUnknown Journal
StatePublished - Nov 26 2017


  • Arbitrage opportunities
  • Informed traders
  • Non-Gaussian financial markets
  • Theory of asset pricing

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