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ON THE VALUATION OF DERIVATIVE...
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Derivative
Option pricing theory
16
Optionspreistheorie
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moneyness
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options
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time to expiration
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Agrawal, Puja
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Bhattacharjee, Kaushik
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Degiannakis, Stavros
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Filis, George
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Floros, Christos
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García-Machado, Juan J.
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Jun, Sang-Gyung
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1
Kwark, Noe-Keol
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Nandan, Tanuj
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Global business & economics review
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ECONIS (ZBW)
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1
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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2
Option pricing using high-frequency futures prices
Degiannakis, Stavros
;
Floros, Christos
;
Poufinas, Thomas
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 81-101
Persistent link: https://www.econbiz.de/10012593448
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3
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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4
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
Saved in:
5
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
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6
Violations of put-call parity for CNX Nifty index options : a study at National Stock Exchange
Nandan, Tanuj
;
Agrawal, Puja
- In:
Global business & economics review
20
(
2018
)
4
,
pp. 485-502
Persistent link: https://www.econbiz.de/10012126516
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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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