Abstract
The objective of this paper is to find out whether the put-call parity relationship holds in case of index options in the Indian stock market. The index which has been chosen as the underlying asset is NSE Nifty. This paper further aims at finding out different factors responsible for the violation of put-call parity relationship, if any.
Recommended Citation
Pande, Smita and Suri, Sachin
(2006)
"Arbitrage Opportunities in the Options Market: A Study of the Indian Index Options,"
Management Dynamics: Vol. 6:
No.
2, Article 5: 53-65
DOI: https://doi.org/10.57198/2583-4932.1209
Available at:
https://managementdynamics.researchcommons.org/journal/vol6/iss2/5
