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
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|---|---|
| Authors: | Singh, Vipul Kumar ; Ahmad, Naseem ; Pachori, Pushkar |
| Published in: |
Decision. - Calcutta : Inst., ISSN 0304-0941, ZDB-ID 196771x. - Vol. 38.2011, 2, p. 51-67
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010096962