NONPARAMETRIC TESTS OF STRIKE PRICE AND EXPIRATION BIAS IN THE IMPLIED VOLATILITY OF THE SOUTH AFRICAN ALL SHARE INDEX FUTURE CONTRACT

Nonparametric tests of strike price and expiration bias in the implied volatility of the South African All Share Index Future Contract

In this article we assess the appropriateness of the constant psithurisme volatility assumption required by the Black (1976) option pricing model for options on the All Share Index future.The assessment uses similar nonparametric tests as implemented in Rubinstein for data recorded over the 1992 to 1996 period.In the nonparametric tests we focus on

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Genome-wide analysis of the Dof transcription factor gene family reveals soybean-specific duplicable and functional characteristics.

The Dof domain protein family is a classic plant-specific zinc-finger transcription factor family involved in a variety of biological processes.There heucherella eye spy is great diversity in the number of Dof genes in different plants.However, there are only very limited reports on the characterization of Dof transcription factors in soybean (Glyc

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