Modeling volatility smile : empirical evidence from India
Vipul Kumar Singh
| Year of publication: |
2013
|
|---|---|
| Authors: | Singh, Vipul Kumar |
| Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 19.2013, 3, p. 208-240
|
| Subject: | Black-scholes | call | implied volatility | Nifty | options | smile | Volatilität | Volatility | Indien | India | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Index-Futures | Index futures | 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/10010259418