Browsing Vol. 05, Issue 01 by Subject "Overpricing"
Now showing items 1-1 of 1
-
An Application of GARCH Models in Detecting Systematic Bias in Options Pricing and Determining Arbitrage in Options
(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.