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Put-call parity and the informational efficiency of the German DAX-index option market
Mittnik, Stefan - 1996
Persistent link: https://www.econbiz.de/10001410598
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Informationseffizienz von Aktienindexoptionen
Stephan, Ulrich - 1998
Persistent link: https://www.econbiz.de/10000987913
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Lower-boundary violations and market efficiency : evidence from the German DAX-index options market
Mittnik, Stefan; Rieken, Sascha - 1999
Persistent link: https://www.econbiz.de/10001410538
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Lower-boundary violations and market efficiency : evidence from the German DAX-index options markets
Mittnik, Stefan; Rieken, Sascha - In: The journal of futures markets 20 (2000) 5, pp. 405-424
Persistent link: https://www.econbiz.de/10001500108
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Three essays on the econometrics of options markets
Lazarov, Zdravetz N. - 2004
Persistent link: https://www.econbiz.de/10002613885
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Estimating state-price densities with nonparametric regression
Huynh, Kim; Kervalla, Pierre; Zheng, Jun - 2002
Persistent link: https://www.econbiz.de/10001684936
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Estimating state-price densities with nonparametric regression
Huynh, Kim; Kervella, Pierre; Zheng, Jun - In: Applied quantitative finance : theory and computational …, (pp. 171-196). 2002
Persistent link: https://www.econbiz.de/10001749988
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Estimating state-price densities with nonparametric regression
Huynh, Kim; Kervella, Pierre; Zheng, Jun - 2002
Persistent link: https://www.econbiz.de/10009624851
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A nonparametric kernel regression approach for pricing options on stock market index
Kung, James J. - In: Applied economics 48 (2016) 10/12, pp. 902-913
Persistent link: https://www.econbiz.de/10011432797