Empirical competitiveness of deterministic option pricing models : evidences from the recent waves of financial upheavals in India
Vipul Kumar Singh; Pushkar Pachori
| Year of publication: |
2013
|
|---|---|
| Authors: | Singh, Vipul Kumar ; Pachori, Pushkar |
| Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 19.2013, 2, p. 129-156
|
| Subject: | Black-Scholes | constant elasticity of variance | deterministic | Gram-Charlier | nifty | practitioners Black-Scholes | Indien | India | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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/10010209487