Effect of return and volatility calculation on option pricing : an analysis using BANKNIFTY
Akhlaque Ahmad
| Year of publication: |
April 2015
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|---|---|
| Authors: | Ahmad, Akhlaque |
| Published in: |
Research bulletin / The Institute of Cost Accountants of India. - Kolkata : [Verlag nicht ermittelbar], ISSN 2230-9241, ZDB-ID 2830259-X. - Vol. 41.2015, 1, p. 103-110
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| Subject: | Asset Returns | BS Model | BANKNIFTY | Option Pricing | Volatility | Volatilität | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Derivat | Derivative |
| 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/10011420532