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The Value of Safety as Revealed in the Swedish Car Market: An Application of the Hedonic Pricing Approach

✍ Scribed by Henrik Andersson

Publisher
Springer
Year
2005
Tongue
English
Weight
542 KB
Volume
30
Category
Article
ISSN
0895-5646

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Price discovery in the options markets:
Price discovery in the options markets: An application of put-call parity
✍ Wen-Liang G. Hsieh; Chin-Shen Lee; Shu-Fang Yuan πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 336 KB

## Abstract This study investigates the relative rate of price discovery in Taiwan between index futures and index options, proposing a put‐call parity (PCP) approach to recover the spot index embedded in the options premiums. The PCP approach offers the benefits of reducing model risk and alleviat