An Empirical Law of the Stock Option Market
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An Empirical Law of the Stock Option Market
Journal of Contextual Economics – Schmollers Jahrbuch, Vol. 106 (1986), Iss. 1 : pp. 15–24
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Abel, U.
Boing, G.
References
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Abstract
It is shown that the relationship between the prices of options out of the money and the difference between stock and exercise prices, the former being fixed, is approximately loglinear. This finding can be applied in various ways
Table of Contents
| Section Title | Page | Action | Price |
|---|---|---|---|
| U. Abel/G. Boing: An Empirical Law of the Stock Option Market | 15 | ||
| I. Introduction | 15 | ||
| II. An empirical law of the option market | 16 | ||
| III. Discussion | 21 | ||
| Summary | 23 | ||
| Zusammenfassung | 23 | ||
| References | 23 |