Valuing call options on single stock futures : does the put-call parity relationship hold in the South African derivatives market?
A Biebuyck, JH Van Rooyen
| Year of publication: |
2014
|
|---|---|
| Authors: | Biebuyck, A. ; Van Rooyen, J. H. |
| Published in: |
Risk governance & control : financial markets & institutions. - Sumy : Virtus Interpress, ISSN 2077-429X, ZDB-ID 2819546-2. - Vol. 4.2014, 3, p. 30-43
|
| Subject: | Put-Call Forward Parity | Arbitrage Trading | Mispricing | Violations | Derivat | Derivative | Optionsgeschäft | Option trading | Arbitrage | Südafrika | South Africa | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Währungsderivat | Currency derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011452499