OMX Index Option Efficiency Test Empirical test of market efficiency of OMX options Supervisor : Professor Lennart Flood Authors : Aijun Hou Aránzazu Muñoz.
Knowledge series implied and realized volatility
Factor Structure in Equity Options
RM
THE GREEKS Options prices are always based on market supply and demand. However predictive models have been developed to measure effect on changes.
Options Greeks
