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ON THE VALUATION OF DERIVATIVE...
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Option pricing theory
16
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Investigaciones europeas de Dirección y Economía de la Empresa : IEDEE
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ECONIS (ZBW)
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Pricing of warrants and competition among issuers : evidence from Taiwan
Guo, Wen-Chung
;
Chang, Shao-Wei
- In:
The empirical economics letters : a monthly …
13
(
2014
)
7
,
pp. 787-792
Persistent link: https://www.econbiz.de/10010520416
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2
Can derivative information predict stock price jumps?
Kwark, Noe-Keol
;
Kang, Hyoung Goo
;
Jun, Sang-Gyung
- In:
The journal of applied business research
31
(
2015
)
3
,
pp. 845-860
Persistent link: https://www.econbiz.de/10011304812
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3
Violations of put-call parity for CNX nifty index options : a study at national stock exchange
Nandan, Tanuj
;
Agrawal, Puja
- In:
Global review of business and economic research
10
(
2014
)
2
,
pp. 135-152
Persistent link: https://www.econbiz.de/10011343197
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4
What makes volatility smile? : an empirical investigation of implied volatility functions in Indian market
Inder, Shivani
;
Pasricha, J. S.
- In:
Business analyst : a refereed journal of Shri Ram …
36
(
2015
)
1
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011533053
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5
Evidence on exercise pricing in CEO option grants in two countries
Canil, Jean M.
;
Rosser, Bruce A.
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 383-410
Persistent link: https://www.econbiz.de/10011459086
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6
Stylized patterns of implied volatility in India : a case study of NSE Nifty options
Shaikh, Imlak
;
Padhi, Puja
- In:
Journal of Indian business research
6
(
2014
)
3
,
pp. 231-254
Persistent link: https://www.econbiz.de/10010492684
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7
Information content of derivatives under varying market conditions and
moneyness
: the case of S&P CNX Nifty Index options
Pathak, Rajesh
;
Bhattacharjee, Kaushik
;
Reddy, Nagi
- In:
Global business review
16
(
2015
)
2
,
pp. 281-302
Persistent link: https://www.econbiz.de/10011408718
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8
The 2019 government shutdown increased uncertainty in major agricultural commodity markets
Goyal, Raghav
;
Adjemian, Michael K.
- In:
Food policy : economics planning and politics of food …
102
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012817189
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9
Informational role of futures volume for spot volatility
Rastogi, Shailesh
;
Tripathi, Vikas
;
Kuknor, Sunaina
- In:
Pacific accounting review
34
(
2022
)
1
,
pp. 49-69
Persistent link: https://www.econbiz.de/10012798318
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10
A study of Black-Scholes model’s applicability in Indian capital markets
Srivastava, Anubha
;
Shastri, Manjula
- In:
Paradigm : the journal of Institute of Management Technology
24
(
2020
)
1
,
pp. 73-92
Persistent link: https://www.econbiz.de/10012229650
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