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Effects of rollover strategies and information stability on the performance measures in options markets : an examination of the KOSPI 200 index options market
Choi, Youngsoo; Ok, Soonchan - In: The journal of futures markets 32 (2012) 4, pp. 360-388
Persistent link: https://www.econbiz.de/10010218778
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Options, futures & other derivatives
Hull, John - 2000 - 4. ed., internat. ed.
Persistent link: https://www.econbiz.de/10001388329
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Implied correlation indices and volatility forecasting
Fink, Holger Maria; Geppert, Sabrina - In: Applied economics letters 24 (2017) 7/9, pp. 584-588
Persistent link: https://www.econbiz.de/10011713025
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Stock index volatility expectations implied by call options premia
Rindell, Krister - 1989
Persistent link: https://www.econbiz.de/10000767421
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Investors' "fear" and "greed" index : a case India volatility index (IVIX)
Shaikh, Imlak; Padhi, Puja - In: Research bulletin / The Institute of Cost Accountants … 39 (2014), pp. 216-228
Persistent link: https://www.econbiz.de/10011420288
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Conjoint analysis of option and volatility models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar - In: Journal of emerging market finance 14 (2015) 3, pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
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Static hedging of standard options
Carr, Peter; Wu, Liuren - In: Journal of financial econometrics : official journal of … 12 (2014) 1, pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
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Asymmetric mispricing and regime-dependent dynamics in index futures and options markets
Lee, Jaeram; Ryu, Doojin - In: Asian economic journal : journal of the East Asian … 30 (2016) 1, pp. 47-65
Persistent link: https://www.econbiz.de/10011525887
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Common deviation and regime-dependent dynamics in the index derivatives markets
Lee, Jaeram; Kang, Jangkoo; Ryu, Doojin - In: Pacific-Basin finance journal 33 (2015), pp. 1-22
Persistent link: https://www.econbiz.de/10011474037
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Information content of derivatives under varying market conditions and moneyness : the case of S&P CNX Nifty Index options
Pathak, Rajesh; Bhattacharjee, Kaushik; Reddy, Nagi - In: Global business review 16 (2015) 2, pp. 281-302
Persistent link: https://www.econbiz.de/10011408718