A Simple Model to Explain Expensive Index Call Options

Theoretical Economics Letters

ISSN Print: 2162-2078
ISSN Online: 2162-2086
www.scirp.net/journal/tel
E-mail: [email protected]

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"A Simple Model to Explain Expensive Index Call Options"
written by Sang Baum Kang,
published by Theoretical Economics Letters, Vol.7 No.3, 2017

has been cited by the following article(s):

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[1]	The Stochastic Dominance Violation of Index Call Options in the Presence of Market Makers
	2018

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[1]	Behavioral Heterogeneity and Real-Time Option Pricing: Evidence from S&P 500 Options Annals of Financial Economics, 2026 DOI:10.1142/S2010495226500107

[2]	The Stochastic Dominance Violation of Index Call Options in the Presence of Market Makers Theoretical Economics Letters, 2018 DOI:10.4236/tel.2018.89103

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