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Novel no-arbitrage conditions...
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1
Improved lower bounds of call options written on defaultable assets
Orosi, Greg
- In:
Journal of derivatives & hedge funds
20
(
2014
)
3
,
pp. 127-130
Persistent link: https://www.econbiz.de/10010462983
Saved in:
2
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
Saved in:
3
Testing market efficiency using lower boundary conditions of Indian options market
Kumar, Atul
;
Raman, T. V.
- In:
International journal of applied business and economic …
15
(
2017
)
1
,
pp. 55-65
Persistent link: https://www.econbiz.de/10011672868
Saved in:
4
Informed trading in the CDS and OTM put
option
markets
Hu, May
;
Narayan, Paresh Kumar
;
Park, Jason
;
Verhoeven, …
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 353-367
Persistent link: https://www.econbiz.de/10013343419
Saved in:
5
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
Saved in:
6
An investigation of box-spread strategy and
arbitrage
efficiency on Indian index options market
Priyan, P. K.
;
Mohanti, Debaditya
- In:
Metamorphosis : a journal of management research
14
(
2015
)
1
,
pp. 39-47
Persistent link: https://www.econbiz.de/10011485970
Saved in:
7
Changes in the options contract size and
arbitrage
opportunities
Song, Joonhyuk
;
Ryu, Doojin
;
Yu, Jinyoung
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 122-137
Persistent link: https://www.econbiz.de/10013465898
Saved in:
8
Evidence on the
arbitrage
efficiency of SPI index futures and options markets
Li, Steven
;
Alfay, Elia
- In:
Asia-Pacific financial markets
13
(
2006
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10003496756
Saved in:
9
Evidence on the
arbitrage
efficiency of SPI index futures and options markets
Li, Steven
;
Alfay, Elia
-
2005
Persistent link: https://www.econbiz.de/10003042375
Saved in:
10
A study of abitrage efficiency between the FTSE-100 Index futures and options contracts
Draper, Paul R.
;
Fung, Joseph K. W.
- In:
The journal of futures markets
22
(
2002
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10001646594
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