Determinants of Implied Volatility Function on the Nifty Index Options Market : Evidence from India
Year of publication: |
2013
|
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Authors: | Narayanamoorthy, Vijayakumar |
Other Persons: | Sehgal, Sanjay (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Indien | India | Volatilität | Volatility | Index-Futures | Index futures | Schätzung | Estimation | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Vol. 4, No. 1 (2008) 45-69 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 15, 2007 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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