What makes volatility smile? : an empirical investigation of implied volatility functions in Indian market
Year of publication: |
April-September 2015
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Authors: | Inder, Shivani ; Pasricha, J. S. |
Published in: |
Business analyst : a refereed journal of Shri Ram College of Commerce. - Delhi, ISSN 0973-211X, ZDB-ID 2824157-5. - Vol. 36.2015, 1, p. 127-145
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Subject: | Implied Volatility | Smile | Moneyness | Options | Black Scholes | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Indien | India | Schätzung | Estimation |
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