Matches in SemOpenAlex for { <https://semopenalex.org/work/W2516895586> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W2516895586 abstract "This paper examines option pricing methods used by investors in the late 19th century. Based on the book called “PUT-AND-CALL” written by Leonard R. Higgins in 1896 it is shown that investors in that period used routinely the put-call parity for option conversion and static replication of option positions and they had developed sophisticated option pricing techniques for determining the prices of at-the-money and slightly out-of-the-money and in-the-money short-term calls and puts. Option traders in the late 19th century understood that the expected return of the underlying does not affect the price of an option and viewed options mainly as instruments to trade volatility." @default.
- W2516895586 created "2016-09-16" @default.
- W2516895586 creator A5036107486 @default.
- W2516895586 date "2017-01-01" @default.
- W2516895586 modified "2023-09-27" @default.
- W2516895586 title "Option Pricing Methods in the Late 19th Century" @default.
- W2516895586 cites W1422316488 @default.
- W2516895586 cites W147306072 @default.
- W2516895586 cites W1501524695 @default.
- W2516895586 cites W1503295912 @default.
- W2516895586 cites W2054196363 @default.
- W2516895586 cites W2103909590 @default.
- W2516895586 cites W2106757932 @default.
- W2516895586 cites W2107373906 @default.
- W2516895586 cites W2125804012 @default.
- W2516895586 cites W3123497477 @default.
- W2516895586 cites W86800377 @default.
- W2516895586 doi "https://doi.org/10.2139/ssrn.2831362" @default.
- W2516895586 hasPublicationYear "2017" @default.
- W2516895586 type Work @default.
- W2516895586 sameAs 2516895586 @default.
- W2516895586 citedByCount "0" @default.
- W2516895586 crossrefType "journal-article" @default.
- W2516895586 hasAuthorship W2516895586A5036107486 @default.
- W2516895586 hasConcept C106159729 @default.
- W2516895586 hasConcept C121332964 @default.
- W2516895586 hasConcept C138060521 @default.
- W2516895586 hasConcept C162324750 @default.
- W2516895586 hasConcept C173921975 @default.
- W2516895586 hasConcept C1898038 @default.
- W2516895586 hasConcept C194483076 @default.
- W2516895586 hasConcept C24890656 @default.
- W2516895586 hasConcept C2777600642 @default.
- W2516895586 hasConcept C2781291010 @default.
- W2516895586 hasConcept C3018868712 @default.
- W2516895586 hasConcept C36613032 @default.
- W2516895586 hasConcept C91602232 @default.
- W2516895586 hasConceptScore W2516895586C106159729 @default.
- W2516895586 hasConceptScore W2516895586C121332964 @default.
- W2516895586 hasConceptScore W2516895586C138060521 @default.
- W2516895586 hasConceptScore W2516895586C162324750 @default.
- W2516895586 hasConceptScore W2516895586C173921975 @default.
- W2516895586 hasConceptScore W2516895586C1898038 @default.
- W2516895586 hasConceptScore W2516895586C194483076 @default.
- W2516895586 hasConceptScore W2516895586C24890656 @default.
- W2516895586 hasConceptScore W2516895586C2777600642 @default.
- W2516895586 hasConceptScore W2516895586C2781291010 @default.
- W2516895586 hasConceptScore W2516895586C3018868712 @default.
- W2516895586 hasConceptScore W2516895586C36613032 @default.
- W2516895586 hasConceptScore W2516895586C91602232 @default.
- W2516895586 hasLocation W25168955861 @default.
- W2516895586 hasOpenAccess W2516895586 @default.
- W2516895586 hasPrimaryLocation W25168955861 @default.
- W2516895586 hasRelatedWork W118928193 @default.
- W2516895586 hasRelatedWork W1503295912 @default.
- W2516895586 hasRelatedWork W1564674987 @default.
- W2516895586 hasRelatedWork W1603728196 @default.
- W2516895586 hasRelatedWork W1606438007 @default.
- W2516895586 hasRelatedWork W1685195891 @default.
- W2516895586 hasRelatedWork W1946585902 @default.
- W2516895586 hasRelatedWork W2004076009 @default.
- W2516895586 hasRelatedWork W2018063437 @default.
- W2516895586 hasRelatedWork W2044618850 @default.
- W2516895586 hasRelatedWork W2103104885 @default.
- W2516895586 hasRelatedWork W2330197735 @default.
- W2516895586 hasRelatedWork W2353643864 @default.
- W2516895586 hasRelatedWork W2382501966 @default.
- W2516895586 hasRelatedWork W2786718549 @default.
- W2516895586 hasRelatedWork W3023254240 @default.
- W2516895586 hasRelatedWork W3078537866 @default.
- W2516895586 hasRelatedWork W3160823631 @default.
- W2516895586 hasRelatedWork W40927637 @default.
- W2516895586 hasRelatedWork W43266575 @default.
- W2516895586 isParatext "false" @default.
- W2516895586 isRetracted "false" @default.
- W2516895586 magId "2516895586" @default.
- W2516895586 workType "article" @default.