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Deviations from put-call parity and volatility prediction : evidence from the Taiwan index option market
Chen, Chin-Ho; Chung, Huimin; Yuan, Shu-Fang - In: The journal of futures markets 34 (2014) 12, pp. 1122-1145
Persistent link: https://www.econbiz.de/10010508675
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Price discovery in the options markets : an application of put-call parity
Hsieh, Wen-liang G.; Lee, Chin-shen; Yuan, Shu-fang - In: The journal of futures markets 28 (2008) 4, pp. 354-375
Persistent link: https://www.econbiz.de/10003699412