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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
A Study on Options Pricing Using GARCH and Black-Scholes-Merton Model
Bi, Zohra
;
Yousuf, Abdullah
;
Dash, Mihir
2020-11-10
Identifying underpricing in index options
Dash, Mihir
2021-05-19
Identifying underpricing in index options
Dash, Mihir
2021
Identifying Underpricing in Index Options
Dash, Mihir
Discover
Author
1
Bi, Zohra
1
Dagha, Jaykumar H
1
Sharma, Pooja
1
Singhal, Rashmi
1
Yousuf, Abdullah
Subject
3
Black-Scholes-Merton Model
3
Moneyness
3
Returns
2
Index Options
2
Time To Expiration
2
Underpricing
1
Arbitrage
1
Black-Scholes Model
1
Derivatives
1
GARCH
.
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