before the expiration of the options. Similar to Hull (2003), this paper relaxes the non-dividend-paying assumption. The … upwards by the amount of the present value of expected dividends. The results provide theoretical boundaries of options prices … and expand application of put-call parity relations to all options on currencies and dividend-paying stocks and stock …

-style options. We introduce a skewed version of the Student-t distribution, whose main advantage is that its shape depends on only … to compare different distributions and use the parameters as inputs to price other options. We explain the method … provides a better fit to market prices of options than the Shimko or implied tree models, and has a lower computation time than …

lower price errors in the underlying. The more popular options are, the more quickly information is incorporated in the …

, with evidence from listed firms in Taiwan, pricing options on stocks denominated in different currencies, with theory and … simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single … stock futures, the non-uniform pricing effect of employee stock options using quantile regression, nonlinear dynamics and …

This paper uses over-the-counter currency options data to investigate market expectations on Turkish Lira-U.S. Dollar …

order book, using machine learning tools. The applicability of such tools on the options market is currently missing. On an … intraday tick-level dataset of options on an exchange traded fund from the Chinese market, we apply a variety of machine …

While most empirical analysis of prediction markets treats prices of binary options as predictions of the probability …