Option Price Estimations and Speculative Trading In Knowledge Society
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References listed on IDEAS
- Jurczenko, Emmanuel & Maillet, Bertrand & Negrea, Bogdan, 2002.
"Skewness and kurtosis implied by option prices: a second comment,"
LSE Research Online Documents on Economics
24938, London School of Economics and Political Science, LSE Library.
- Bogdan Negrea & Bertrand Maillet & Emmanuel Jurczenko, 2002. "Skewness and Kurtosis Implied by Option Prices: A Second Comment," FMG Discussion Papers dp419, Financial Markets Group.
- Charles J. Corrado & Tie Su, 1996. "S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(6), pages 611-629, September.
- Choy, Siu Kai & Wei, Jason, 2012. "Option trading: Information or differences of opinion?," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2299-2322.
- Robert C. Merton, 2005. "Theory of rational option pricing," World Scientific Book Chapters,in: Theory Of Valuation, chapter 8, pages 229-288 World Scientific Publishing Co. Pte. Ltd..
- Hayunga, Darren K. & Holowczak, Richard D. & Lung, Peter P. & Nishikawa, Takeshi, 2012. "Derivatives traders’ reaction to mispricing in the underlying equity," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2438-2454.
More about this item
KeywordsEthics; Knowledge Society; Option Pricing; Implied Volatility; Skewness; Kurtosis; Minimization Algorithm;
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