Browsing Vol. 05, Issue 01 by Author "Sharma, Pooja"
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An Application of GARCH Models in Detecting Systematic Bias in Options Pricing and Determining Arbitrage in Options
Dash, Mihir; Dagha, Jay H.; Sharma, Pooja; Singhal, Rashmi (Pontificia Universidad Católica del Perú. CENTRUMPE, 2012)Derivatives have become widely accepted as tools for hedging and risk-management, as well as speculation to some extent. A more recent trend has been gaining ground, namely, arbitrage in derivatives.