Mispricing of S&P 500 index options
Year of publication: |
2009
|
---|---|
Authors: | Kōnstantinidēs, Giōrgos ; Jackwerth, Jens Carsten ; Perrakis, Stylianos |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 22.2009, 3, p. 1247-1277
|
Subject: | Index-Futures | Index futures | Finanzmarkt | Financial market | Optionsgeschäft | Option trading | Transaktionskosten | Transaction costs | Geld-Brief-Spanne | Bid-ask spread | Black-Scholes-Modell | Black-Scholes model | USA | United States | 1986-2006 |
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