An empirical test of market efficiency of Indian index options market using the Black-Scholes model and dynamic hedging strategy

Debaditya Mohanti, P.K. Priyan

Year of publication:	December 2014
Authors:	Mohanti, Debaditya ; Priyan, P. K.
Published in:	Paradigm : the journal of Institute of Management Technology. - Ghaziabad : IMT, ISSN 0971-8907, ZDB-ID 1420854-4. - Vol. 18.2014, 2, p. 221-237
Subject:	Market efficiency \| options market \| Black-Scholes model \| dynamic hedging strategy \| Hedging \| Effizienzmarkthypothese \| Efficient market hypothesis \| Black-Scholes-Modell \| Derivat \| Derivative \| Index-Futures \| Index futures \| Optionspreistheorie \| Option pricing theory \| Optionsgeschäft \| Option trading

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