Pricing and calibration of the futures options market: A unified approximation

2021 ◽  
Author(s):  
Xiaotong Lian ◽  
Yingda Song
Keyword(s):  
Options Market ◽  
Futures Options

Empirical tests of the efficiency of the currency futures options market

1987 ◽  
Vol 7 (6) ◽  
pp. 695-703 ◽  
Author(s):  
Joseph P. Ogden ◽  
Alan L. Tucker
Keyword(s):  
Options Market ◽  
Futures Options ◽  
Currency Futures ◽  
Empirical Tests

American futures options arbitrage: evidence from the Nikkei 225 options market

2008 ◽  
Vol 8 (3) ◽  
pp. 313-320
Author(s):  
Changyun Wang ◽  
Wei Zhang ◽  
Weng Kit Tan
Keyword(s):  
Options Market ◽  
Futures Options

The Change of Liquidity Premium Caused by a New Multiplier Regulation in the KOSPI200 Index Options Market

2017 ◽  
Vol 46 (5) ◽  
pp. 1001-1032
Author(s):  
Dowan Kim ◽  
Baeho Kim
Keyword(s):  
Options Market ◽  
Liquidity Premium ◽  
Index Options

The Informational Role of Trade Duration: The Case of an Index Options Market

2013 ◽  
Author(s):  
Doojin Ryu ◽  
Kee H. Chung
Keyword(s):  
Options Market ◽  
Index Options

A Smiling Bear in the Equity Options Market and the Cross-Section of Stock Returns

2015 ◽  
Author(s):  
Hye-hyun Park ◽  
Baeho Kim ◽  
Hyeongsop Shim
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Options Market ◽  
Equity Options ◽  
The Cross
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