Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing

Journal of Financial and Quantitative Analysis - United Kingdom
doi 10.1017/s0022109016000831
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Cambridge University Press (CUP)

Related search

Optimal Investment Problem With Option

International Journal of Applied Mathematics
Computational TheoryMathematics
2015English

An Empirical Portfolio Perspective on Option Pricing Anomalies

Review of Finance
AccountingEconomicsEconometricsFinance
2007English

Cache-Optimal Algorithms for Option Pricing

ACM Transactions on Mathematical Software
Applied MathematicsSoftware
2010English

A Dynamic Portfolio of American Option Using Fuzzy Binomial Method

Journal of Innovative Technology and Education
2016English

Optimal Fourier Inversion in Semi-Analytical Option Pricing

Journal of Computational Finance
Applied MathematicsComputer Science ApplicationsFinance
2007English

Regularized Index-Tracking Optimal Portfolio Selection

ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH
2018English

Optimal Scheduling in Call Centers With a Callback Option

Performance Evaluation
Computer NetworksSimulationHardwareCommunicationsArchitectureModelingSoftware
2016English

Research on the Implementation of the Optimal Implementation of the Multi-Asset Option

Pure Mathematics
2016English

Effects of Return Predictability on Option Prices With Stochastic Volatility for the Market Portfolio

Annals of Financial Economics
2005English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy