An empirical comparison of two stochastic volatility models using Indian market data
Srikanth K. Iyer; Seema Nanda; Swapnil Kumar
| Year of publication: |
2013
|
|---|---|
| Authors: | Iyer, Srikanth K. ; Nanda, Seema ; Kumar, Swapnil |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 20.2013, 3, p. 243-259
|
| Subject: | Option pricing | Stochastic volatility | Mean reverting | Regime switching | Risk minimizing | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Indien | India | Unvollkommener Markt | Incomplete market | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010188304