Price discovery in the options markets : an application of put-call parity
Wen-Liang G. Hsieh; Chin-Shen Lee; Shu-Fang Yuan
| Year of publication: |
2008
|
|---|---|
| Authors: | Hsieh, Wen-liang G. ; Lee, Chin-shen ; Yuan, Shu-fang |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 4, p. 354-375
|
| Subject: | Optionsgeschäft | Option trading | Index-Futures | Index futures | Spotmarkt | Spot market | Volatilität | Volatility | Transaktionskosten | Transaction costs | Taiwan | 2003-2004 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003699412