Determinants of put-call disparity : KOSPI 200 index options
Year of publication: |
2023
|
---|---|
Authors: | Kim, Sam ; Lockwood, Jimmy ; Lockwood, Larry Joseph ; Miao, Hong |
Published in: |
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA. - New York, NY [u.a.] : Routledge, Taylor & Francis Group, ISSN 1542-7579, ZDB-ID 2111535-7. - Vol. 24.2023, 3, p. 303-314
|
Subject: | Arbitrage | Cognitive bias | KOSPI 200 index options | Put-call parity | Volatility smile | Index-Futures | Index futures | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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