Empirical analysis of GARCH and practitioner Black-Scholes model for pricing S&P CNX Nifty 50 index options
Vipul Kumar Singh; Naseem Ahmad; Pushkar Pachori
| Year of publication: |
2011
|
|---|---|
| Authors: | Singh, Vipul Kumar ; Ahmad, Naseem ; Pachori, Pushkar |
| Published in: |
Decision. - Calcutta : Inst., ISSN 0304-0941, ZDB-ID 196771-X. - Vol. 38.2011, 2, p. 51-67
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Index-Futures | Index futures | ARCH-Modell | ARCH model | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Indien | India |
| 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/10009716076