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Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available). Please note that this program is work in progress; some speakers and the discussants are not yet confirmed.

Session Overview

Session

B4: Options

Time:

Friday, 04/Apr/2025:

4:20pm - 5:30pm

Session Chair: James O'Donovan

Location: Room "Link"

Presentations

Intermediary Option Pricing

Julian Terstegge

Copenhagen Business School, Denmark

Discussant: Tim Kroencke (FHNW School of Business)

Terstegge-Terstegge_Intermediary Option Pricing_399.pdf

Transaction Costs and Cost Mitigation in Option Investment Strategies

James O'Donovan¹, Gloria Yu²

¹City University of Hong Kong, Hong Kong S.A.R. (China); ²Singapore Management University

Discussant: George Skiadopoulos (University of Piraeus)

ODonovan-ODonovan_Transaction Costs and Cost Mitigation in Option Investment Strategies_249.pdf

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