Effectiveness of deterministic option pricing models : new evidence from Nifty and Bank Nifty Index options
Vipul Kumar Singh, Pawan Kumar
| Year of publication: |
2024
|
|---|---|
| Authors: | Singh, Vipul Kumar ; Kumar, Pawan |
| Published in: |
Journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 25.2024, 2, p. 172-189
|
| Subject: | Black-Scholes | CEV model | Gram-Charlier | Nifty Index | Options | Practitioner Black-Scholes | Volatility | Volatilität | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Optionsgeschäft | Option trading | Indien | India |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-024-00348-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014511683