EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"straddles and strangles"
Narrow search

Narrow search

Year of publication
Subject
All
Call spread 2 Sato process 2 butterfly spread 2 calendar spread 2 put call parity 2 straddles and strangles 2 variance gamma 2 variance swaps 2 Derivat 1 Derivative 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Swap 1 Volatility 1 Volatilität 1 Yield curve 1 Zinsstruktur 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 2
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1 Undetermined 1
Author
All
MADAN, DILIP B. 1 Madan, Dilip B. 1 SCHOUTENS, WIM 1 Schoutens, Wim 1
Published in...
All
International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of theoretical and applied finance 1
Source
All
ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
TWO PROCESSES FOR TWO PRICES
MADAN, DILIP B.; SCHOUTENS, WIM - In: International Journal of Theoretical and Applied … 17 (2014) 01, pp. 1450005-1
Postulating additivity of bid and ask prices for claims comonotone with a long or short stock position, two pricing processes are identified from data on bid and ask prices for options. It is observed that there are two separate put call parity relations in place, with the ask price for call...
Persistent link: https://www.econbiz.de/10010752445
Saved in:
Cover Image
Two processes for two prices
Madan, Dilip B.; Schoutens, Wim - In: International journal of theoretical and applied finance 17 (2014) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010363955
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...