Publications
Preprint · SSRN Electronic Journal · January 1, 2018
Index Option Anomalies: How Real Are They?
Michal Czerwonko, Stylianos Perrakis
Financial Markets and Investment StrategiesStochastic processes and financial applicationsFinancial Risk and Volatility Modelingindex optionsS&P 500 optionsstraddles
More by Michal Czerwonko
- Market Structure, Trading Frictions, and the Profitability of Market Making in Index OptionsSSRN Electronic Journal · 2025
- Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A ReplyCritical Finance Review · 2021 · Citations: 1
- Tail Risk, Almost Stochastic Dominance and Index Option AnomaliesSSRN Electronic Journal · 2021
- Mispriced index option portfoliosFinancial Management · 2019 · Citations: 25