Determinants of put-call disparity : KOSPI 200 index options
Sam Kim, Jimmy Lockwood, Larry Lockwood, and Hong Miao
| Year of publication: |
2023
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|---|---|
| Authors: | Kim, Sam ; Lockwood, Jimmy ; Lockwood, Larry ; Miao, Hong |
| Published in: |
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA. - New York, NY [u.a.] : Routledge, Taylor & Francis Group, ISSN 1542-7579, ZDB-ID 2111535-7. - Vol. 24.2023, 3, p. 303-314
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| Subject: | Arbitrage | Cognitive bias | KOSPI 200 index options | Put-call parity | Volatility smile | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Südkorea | South Korea | Optionsgeschäft | Option trading | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/15427560.2021.1974442 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014330974