Pricing and Informational Efficiency of the MIB30 Index Options Market. An Analysis With High-Frequency Data

Economic Notes - United Kingdom
doi 10.1111/j.0391-5026.2004.00133.x
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Wiley

Related search

Which Option Pricing Model Is the Best? High Frequency Data for Nikkei225 Index Options

SSRN Electronic Journal
2010English

An Empirical Study of Pricing Strategies in an Online Market With High-Frequency Price Information

SSRN Electronic Journal
2011English

Informational Efficiency of the US SO2 Permit Market

Environmental Modelling and Software
Ecological ModelingEnvironmental EngineeringSoftware
2006English

Testing the Efficiency of High-Frequency Foreign Exchange Market

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
AgriculturalBiological Sciences
2004English

Efficiency of the Foreign Currency Options Market

Global Finance Journal
EconomicsEconometricsFinance
2008English

Pricing Multi-Asset Options With an External Barrier

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
1998English

Corporate Bond Market Transparency: Liquidity Concentration, Informational Efficiency, and Competition

SSRN Electronic Journal
2007English

An Analysis of Bundle Pricing: The Case of the Corn Seed Market

SSRN Electronic Journal
2008English

Pricing Vulnerable Options With Copulas

SSRN Electronic Journal
2002English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy