Violations of put-call parity for CNX Nifty index options : a study at National Stock Exchange
Year of publication: |
2018
|
---|---|
Authors: | Nandan, Tanuj ; Agrawal, Puja |
Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1097-4954, ZDB-ID 2054200-8. - Vol. 20.2018, 4, p. 485-502
|
Subject: | derivatives | put-call parity | PCP | no-arbitrage | index options | CNX Nifty | pricing efficiency | mispricing | error estimates | non-parametric tests | moneyness | Index-Futures | Index futures | Indien | India | Schätzung | Estimation | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Derivat | Derivative | Volatilität | Volatility | Börse | Bourse |
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