Determinants of in-the-money expiration of call option contracts : an empirical evidence from call options on Nifty 50 Index
A. Sudhakar, Potharla Srikanth
| Year of publication: |
December 2016
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|---|---|
| Authors: | Sudhakar, Aare ; Srikanth, Potharla |
| Published in: |
Global business review. - New Delhi [u.a.] : Sage, ISSN 0972-1509, ZDB-ID 2004354-5. - Vol. 17.2016, 6, p. 1373-1387
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| Subject: | Call options | implied volatility | Black and Scholes model | Probit model | Logit model | Optionsgeschäft | Option trading | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Derivat | Derivative | Logit-Modell | Black-Scholes-Modell | Black-Scholes model | Probit-Modell |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0972150916660402 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011665175