Empirical Test of Put - call Parity on the Standard and Poor’s 500 Index Options (SPX) over the Short Ban 2008
p. 46-60
Saved in:
Main Author: | Do, Phuong Huyen |
---|---|
Format: | Article |
Language: | English |
Published: |
H. : ĐHQGHN
2018
|
Subjects: | |
Online Access: | http://repository.vnu.edu.vn/handle/VNU_123/61354 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Vietnam National University, Hanoi |
Language: | English |
Similar Items
-
Is the synthetic stock price really lower than actual price?
by: HU, Jianfeng
Published: (2020) -
British put option on stocks under stochastic interest rate
by: De Lara-Tuprio, Elvira P, et al.
Published: (2017) -
Empirical test on the put-call parity for the S&P 500 index options
by: Koh Wai Mun, Chin Szu Yi, Lee Kum Sun
Published: (2014) -
WHAT (REALLY) DRIVES PUT-CALL PARITY VIOLATIONS IN S&P 500 INDEX OPTIONS?
by: KELLY
Published: (2018) -
A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics
by: Garces, Len Patrick Dominic M, et al.
Published: (2021)