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Issue Date
Title
Author(s)
2012
An Application of GARCH Models in Detecting Systematic Bias in Options Pricing and Determining Arbitrage in Options
Dash, Mihir
;
Dagha, Jaykumar H
;
Sharma, Pooja
;
Singhal, Rashmi
2014-06-01
A Comparison of ITM and OTM Protective-Puts and Covered-Calls
Dash, Mihir
;
Goel, Ankush
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Author
1
Dagha, Jaykumar H
1
Goel, Ankush
1
Sharma, Pooja
1
Singhal, Rashmi
Subject
1
Arbitrage
1
Black-Scholes Model
1
Covered-Call Writing
1
GARCH
1
Hedging
1
In-the-Money (ITM)
1
Options Strategy
1
Out-of-the Money (OTM)
1
Overpricing
1
Protective Put Buying
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Date issued
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2012
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2014
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