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Valuing call options on single stock futures : does the put-call parity relationship hold in the South African derivatives market?
Biebuyck, A.; Van Rooyen, J. H. - In: Risk governance & control : financial markets & institutions 4 (2014) 3, pp. 30-43
Persistent link: https://www.econbiz.de/10011452499
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Pricing vanilla options using artificial neural networks : application to the South African market
Du Plooy, Ryno; Venter, Pierre J. - In: Cogent economics & finance 9 (2021) 1, pp. 1-15
In this paper, a feed-forward artificial neural network (ANN) is used to price Johannesburg Stock Exchange (JSE) Top 40 European call options using a constructed implied volatility surface. The prices generated by the ANN were compared to the prices obtained using the Black-Scholes (BS) model....
Persistent link: https://www.econbiz.de/10013183896
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Forward, option and spot markets in the UK power pool
Hunt, Sally; Shuttleworth, Graham - 1991
Persistent link: https://www.econbiz.de/10000882072
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I mercati futures : teorie, modelli e applicazioni
Torricelli, Costanza - 1992
Persistent link: https://www.econbiz.de/10000892699
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Die Terminspekulation mit Optionen auf Waren, Devisen, Indices und Finanzkontrakte
Walter, Adalbert R. - 1986
Persistent link: https://www.econbiz.de/10000730646
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Introduction to futures and options markets
Hull, John - 1991 - 1. [print.]
Persistent link: https://www.econbiz.de/10000817711
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The interaction between the financial and investment decisions of the firm : the case of issuing warrants in a levered firm
Crouhy, Michel; Galai, Dan - 1991
Persistent link: https://www.econbiz.de/10000824793
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Generalized put-call parity
Babbel, David F.; Eisenberg, Laurence K. - 1991
Persistent link: https://www.econbiz.de/10000826231
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Options & price uncertainty
Chichilnisky, Graciela; Dutta, Jayasri; Heal, Geoffrey - 1991
Persistent link: https://www.econbiz.de/10000826369
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Stock index volatility expectations implied by call options premia
Rindell, Krister - 1989
Persistent link: https://www.econbiz.de/10000767421