What makes volatility smile? : an empirical investigation of implied volatility functions in Indian market
Shivani Inder and J.S. Pasricha
| 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 | Indien | India | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Optionsgeschäft | Option trading |
| 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/10011533053