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Bibliographic Details
Main Authors: Keller, Christian, Tseng, Michael C.
Format: Preprint
Published: 2023
Subjects:
Online Access:https://arxiv.org/abs/2302.13426
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author Keller, Christian
Tseng, Michael C.
author_facet Keller, Christian
Tseng, Michael C.
contents We study price discovery in a model where an informed agent has arbitrary private information about state probabilities and trades state-contingent claims. The model unifies the key elements of Arrow-Debreu (1954) and Kyle (1985). When the claims are options, the informed agent has arbitrary information about the underlying asset's payoff distribution and trades option portfolios. Our setting provides the first equilibrium framework that encompasses longs-tanding option-market practices and regularities, including common trading strategies and the volatility smile across strikes.
format Preprint
id arxiv_https___arxiv_org_abs_2302_13426
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Arrow-Debreu Meets Kyle: Price Discovery Across Derivatives
Keller, Christian
Tseng, Michael C.
General Economics
Economics
We study price discovery in a model where an informed agent has arbitrary private information about state probabilities and trades state-contingent claims. The model unifies the key elements of Arrow-Debreu (1954) and Kyle (1985). When the claims are options, the informed agent has arbitrary information about the underlying asset's payoff distribution and trades option portfolios. Our setting provides the first equilibrium framework that encompasses longs-tanding option-market practices and regularities, including common trading strategies and the volatility smile across strikes.
title Arrow-Debreu Meets Kyle: Price Discovery Across Derivatives
topic General Economics
Economics
url https://arxiv.org/abs/2302.13426