Lattice-Based Pricing of Index Options Under a GARCH Framework

2008 ◽  
Author(s):  
Philip Gray ◽  
Alana McPhee
Keyword(s):  
Index Options

Investor Sentiment and Value and Growth Index Options

2011 ◽  
Author(s):  
Jerry Coakley ◽  
George Dotsis ◽  
Xiaoquan Liu ◽  
Jia Zhai
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Investor Sentiment ◽  
Growth Index ◽  
Index Options

scholarly journals The impact of COVID-19 on tail risk: Evidence from Nifty index options

2021 ◽  
Vol 204 ◽  
pp. 109878
Author(s):  
Sobhesh Kumar Agarwalla ◽  
Jayanth R. Varma ◽  
Vineet Virmani
Keyword(s):  
Index Options ◽  
Tail Risk ◽  
The Impact
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