Results 151 to 160 of about 1,391,296 (199)

Nuclear Option - Calling the Pakistani Bluff

SSRN Electronic Journal, 2018
While most of the media’s attention has been focused on Iran and North Korea and their nuclear ambitions, a full-throttle nuclear arms race is now underway in another part of the world where terrorism, ethnic violence, religious extremism, border disputes and political instability are endemic.
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Returns from Trading Call Options

The Journal of Investing, 2013
While much work has been done on pricing of options and expected returns theory, far less has been written on the actual returns that investors receive from trading options. In the case of call options on equity, standard asset pricing theory suggests large, positive average returns, while articles and comments in the popular press suggest that many ...
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Models for Call Option Decisions

Financial Analysts Journal, 1968
THE PURPOSE OF THIS PAPER iS to develop models for buying and selling options. The paper is presented from the point of view of call options, but the methodology could be modified for puts, straddles and spreads. The valuation process yields the expected value of a call option as estimated on the day of valuation, which can be at any time before or ...
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การทดสอบประสิทธิภาพภายในตลาด SET50 Index Options: ความแตกต่างระหว่าง Call Options กับ Put Options

2017
This study is aimed to test the internal efficiency of SET50 Index Options market and focus on the difference between SET50 Index Call Options pricing relationship and SET50 Index Put Options pricing relationship using the conditions of Call & Put Spreads and Call & Put Butterfly Spreads.
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Timing Strategies in the Call Option Market

The Journal of Finance, 1972
THIS STUDY investigates the problem faced by the risk averse call option-holder of when to exercise the option contract. An optimal exercising strategy model is developed using the recursive maximization techniques of dynamic programming. The model involves six parameters-the length and exercise price of the option contract, the mean and standard ...
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The Relationship Between Put and Call Option Prices

The Journal of Finance, 1969
THE GROWTH IN THE VOLUME of stock market activity and the increased sophistication of investors has brought with it greater interest and activity in the related, albeit more complicated, put and call option market. The put and call market is a kind of futures market in stocks (with important differences) which has never generated the volume of trading ...
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The Volume Profile of Call Options

SSRN Electronic Journal, 2011
Examination of the profile of the volume of call options traded and the prices at which they trade reveals a non-symmetric relationship which has implications concerning the empirical pricing of these contracts.
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Writing Covered Call Options

The Journal of Portfolio Management, 1980
James W. Yates, Robert W. Kopprasch
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Options, Put–Call Parities, and Option Strategies

2023
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Optional Calling Plans and Bypass Efficiency

1991
In the brave new world of telecommunications regulation, endusers have enjoyed increasing freedom to install and utilize bypass technologies that circumvent regulated utility facilities, such as central office switches. If utility prices were above marginal cost, such bypass could be economically inefficient.
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