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Evidence on the arbitrage efficiency of SPI index futures and options markets
Li, Steven; Alfay, Elia - 2005
Persistent link: https://www.econbiz.de/10003042375
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Options: risk reducing or creating?
Morozova, Marianna - In: Market risk and financial markets modeling, (pp. 171-189). 2012
Persistent link: https://www.econbiz.de/10009514439
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Market efficiency test of Australian options market using put call parity analysis
Lee Eng Kiang, Peter - 1992 - [Mikrofiche-Ausg.]
Persistent link: https://www.econbiz.de/10000927712
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The market for options on ten-year Treasury bond futures in Australia : some empirical evidence using the Black model
Harrison, Mark - In: Review of futures markets 11 (1994) 3, pp. 369-410
Persistent link: https://www.econbiz.de/10001185975
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The paradoxical prices of options
Marcato, Gianluca; Sebehela, Tumellano - In: Review of Pacific Basin financial markets and policies … 25 (2022) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10013370943
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Devisenoptionen : Bewertung, Preisbildung und Auswirkungen auf die Effizienz des Devisenmarktes
Hiller, Christoph B. - 1996
Persistent link: https://www.econbiz.de/10000946743
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Daily and intradaily tests of European put-call parity
Kamara, Avraham - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 519-539
Persistent link: https://www.econbiz.de/10001217189
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Cocoa market efficiency : a cointegration approach
Mananyi, Anthony - In: Journal of economic studies 24 (1997) 3, pp. 141-151
Persistent link: https://www.econbiz.de/10001222678
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Volatility model applications in China's SSE50 options market
Chi, Yeguang; Hao, Wenyan; Zhang, Yifei - In: The journal of futures markets 42 (2022) 9, pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807