Transaction data tests of S&P 100 call option pricing
Year of publication: |
1991
|
---|---|
Authors: | Sheikh, Aamir M. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 26.1991, 4, p. 459-475
|
Subject: | Index-Futures | Index futures | CAPM | USA | United States | 1976-1985 |
-
Valuation of stock index futures and their relation to the underlying index : theory and evidence
Junkus, Joan C., (1984)
-
Halpern, Marc, (1985)
-
Institutional investment management : equity and bond portfolio strategies and applications
Fabozzi, Frank J., (2009)
- More ...
-
Essays on volatilities implied by option prices
Sheikh, Aamir M., (1987)
-
Stock splits, volatility increases, and implied volatilities
Sheikh, Aamir M., (1989)
-
The robustness of volatilities implied by the Black-Scholes formula
Vora, Gautam, (1994)
- More ...