Search Results - subject:"Put-call-parity"

Alexander, Carol; Chen, Xi; Deng, Jun; Wang, Tianyi - In: Journal of financial markets 71 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015178403

Bastianello, Lorenzo; Chateauneuf, Alain; Cornet, Bernard - In: Mathematical finance : an international journal of … 34 (2024) 4, pp. 1242-1262

Persistent link: https://www.econbiz.de/10015149385

Wallmeier, Martin - In: The journal of futures markets 44 (2024) 5, pp. 854-875

Persistent link: https://www.econbiz.de/10014536695

Hoque, Ariful; Le, Thi; Hasan, Morshadul; Abedin, … - In: Research in international business and finance 67 (2024) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10014451551

Hiraki, Kazuhiro; Skiadopoulos, George - 2023

allows explaining the size of alphas reported by previous literature on the predictive ability of deviations from put-call … parity. …

Persistent link: https://www.econbiz.de/10014480627

Hiraki, Kazuhiro; Skiadopoulos, George - 2023

allows explaining the size of alphas reported by previous literature on the predictive ability of deviations from put-call … parity. …

Persistent link: https://www.econbiz.de/10014231634

Hilliard, Jimmy E.; Hilliard, Jitka - In: The journal of futures markets 43 (2023) 5, pp. 635-661

Persistent link: https://www.econbiz.de/10014293176

Bollinger, Thomas R.; Melick, William Robert; Thomas, … - In: Quantitative finance 23 (2023) 12, pp. 1751-1768

Persistent link: https://www.econbiz.de/10014452468

Chateauneuf, Alain; Cornet, Bernard - In: Economic theory bulletin 10 (2022) 1, pp. 13-25

Persistent link: https://www.econbiz.de/10013262870

Felföldi-Szűcs, Nóra; Králik, Balázs; Váradi, Kata - In: Finance research letters 61 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10014490726

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