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The market for options on ten-year Treasury bond futures in Australia : some empirical evidence using the Black model
Harrison, Mark - In: Review of futures markets 11 (1994) 3, pp. 369-410
Persistent link: https://www.econbiz.de/10001185975
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Contingent claims and market completeness in a stochastic volatility model
Romano, Marc; Touzi, Nizar - 1993
Persistent link: https://www.econbiz.de/10000874372
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Violations of put-call parity for CNX nifty index options : a study at national stock exchange
Nandan, Tanuj; Agrawal, Puja - In: Global review of business and economic research 10 (2014) 2, pp. 135-152
Persistent link: https://www.econbiz.de/10011343197
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Hedging efficiency in the Greek options market before and after the financial crisis of 2008
Shackleton, Mark B.; Voukelatos, Nikolaos - In: Journal of multinational financial management 23 (2013) 1/2, pp. 1-18
Persistent link: https://www.econbiz.de/10009728527
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The information content of alternate implied volatility models : case of Indian markets
Kumar, A. Vinay; Jaiswal, Shikha - In: Journal of emerging market finance 12 (2013) 3, pp. 293-321
Persistent link: https://www.econbiz.de/10010360587
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Why are put options so expensive?
Bondarenko, Oleg - In: The quarterly journal of finance 4 (2014) 3, pp. 1-50
Persistent link: https://www.econbiz.de/10010473494
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A study on the efficiency of option markets : short-term vesus long-term : an implied volatility approach
Wang, Guan Jun; Islam, Mazhar M.; Bonollo, Michele - In: Global review of business and economic research 10 (2014) 1, pp. 111-119
Persistent link: https://www.econbiz.de/10010438435
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Options: risk reducing or creating?
Morozova, Marianna - In: Market risk and financial markets modeling, (pp. 171-189). 2012
Persistent link: https://www.econbiz.de/10009514439
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Novel no-arbitrage conditions for options written on defaultable assets
Orosi, Greg - In: Journal of derivatives & hedge funds 20 (2014) 4, pp. 201-205
Persistent link: https://www.econbiz.de/10010462904