Do simple traders' rules perform better than the GARCH model? : evidence from currency options in India
Aparna Bhat
| Year of publication: |
2018
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|---|---|
| Authors: | Bhat, Aparna |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 6.2018, 3, p. 183-209
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| Subject: | currency options | GARCH option-pricing model | sticky-strike | sticky-delta | dollar-rupee options | India | Indien | ARCH-Modell | ARCH model | Optionspreistheorie | Option pricing theory | Devisenoption | Currency option | Währungsderivat | Currency derivative | Volatilität | Volatility | Optionsgeschäft | Option trading |
| 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/10011870308