BIASES IN OPTION PRICES - EVIDENCE FROM THE FOREIGN-CURRENCY OPTION MARKET

[1] ADAMS PD, 1987, IN PRESS J INT MONEY

[2] VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY [J]. JOURNAL OF FINANCE, 1972, 27 (02) : 399 - 417

[3] BLACK F, 1975, FINANCIAL ANAL J JUL, P36

[4] COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES [J]. JOURNAL OF BUSINESS, 1974, 47 (02) : 244 - 280

[5] EMANUEL D, 1982, J FINANCIAL QUANTITA, V16, P533

[6] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[7] GARMAN M, 1983, J INT MONEY FINANC, V2, P239

[8] ON VALUING AMERICAN CALL OPTIONS WITH THE BLACK-SCHOLES EUROPEAN FORMULA [J]. JOURNAL OF FINANCE, 1984, 39 (02) : 443 - 455

[9] OVER-THE-COUNTER OPTION MARKET DIVIDEND PROTECTION AND BIASES IN THE BLACK-SCHOLES MODEL - A NOTE [J]. JOURNAL OF FINANCE, 1983, 38 (04) : 1271 - 1277

[10] Grabbe J. D., 1983, J INT MONEY FINANCE, V2

[1] ADAMS PD, 1987, IN PRESS J INT MONEY

[2] VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY [J]. JOURNAL OF FINANCE, 1972, 27 (02) : 399 - 417

[3] BLACK F, 1975, FINANCIAL ANAL J JUL, P36

[4] COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES [J]. JOURNAL OF BUSINESS, 1974, 47 (02) : 244 - 280

[5] EMANUEL D, 1982, J FINANCIAL QUANTITA, V16, P533

[6] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[7] GARMAN M, 1983, J INT MONEY FINANC, V2, P239

[8] ON VALUING AMERICAN CALL OPTIONS WITH THE BLACK-SCHOLES EUROPEAN FORMULA [J]. JOURNAL OF FINANCE, 1984, 39 (02) : 443 - 455

[9] OVER-THE-COUNTER OPTION MARKET DIVIDEND PROTECTION AND BIASES IN THE BLACK-SCHOLES MODEL - A NOTE [J]. JOURNAL OF FINANCE, 1983, 38 (04) : 1271 - 1277

[10] Grabbe J. D., 1983, J INT MONEY FINANCE, V2