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On the efficiency of the gold options market · Study

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ArticleOn the efficiency of the gold options market

Stan Beckers1984

Article1984

On the efficiency of the gold options market

25 citations·0/0 files stored·Journal of Banking & Finance

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Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1973The Pricing of Options and Corporate Liabilities 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1976Option pricing when underlying stock returns are discontinuous 1972THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY 1976STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES 1972The Valuation of Option Contracts and a Test of Market Efficiency 1982Approximate option valuation for arbitrary stochastic processes

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Year1984

Typearticle

Published1984-09-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations25

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/s0378-4266(84)80064-3

openalex_workW2007505831

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