Pricing and hedging competitiveness of the tree option pricing models : evidence from India
Vipul Kumar Singh
| Year of publication: |
October-November 2016
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| Authors: | Singh, Vipul Kumar |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 17.2016, 6, p. 453-475
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| Subject: | binomial | Black-Scholes | implied volatility | Nifty index | options | optimization | trinomial | Indien | India | Hedging | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Index-Futures | Index futures | Derivat | Derivative | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-016-0024-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011648199