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~person:"Singh, Vipul Kumar"
~subject:"Risk premium"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
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Risk premium
Volatilität
Option pricing theory
9
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9
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9
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8
Black-Scholes-Modell
8
India
8
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Aufsatz in Zeitschrift
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Singh, Vipul Kumar
Zaremba, Adam
28
Carr, Peter
22
Zhang, Jin E.
21
Cui, Zhenyu
20
Wang, Xingchun
20
Fabozzi, Frank J.
19
Jacobs, Kris
17
Todorov, Viktor
17
Christoffersen, Peter F.
15
Benth, Fred Espen
14
Madan, Dilip B.
14
Bali, Turan G.
13
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13
Ruan, Xinfeng
13
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13
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12
Bollerslev, Tim
12
Schoutens, Wim
12
Takahashi, Akihiko
12
Wu, Liuren
12
Cakici, Nusret
11
Elliott, Robert J.
11
Jacquier, Antoine
11
Lin, Shih-kuei
11
Lorig, Matthew
11
Batten, Jonathan A.
10
Branger, Nicole
10
Guo, Hui
10
Kim, Jeong-Hoon
10
Kim, Sol
10
Kwok, Yue-Kuen
10
Nguyen, Duy
10
Račev, Svetlozar T.
10
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10
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9
Byun, Suk Joon
9
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9
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9
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9
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9
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Decision
1
Journal of advances in management research : JAMR
1
Journal of derivatives & hedge funds
1
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1
Studies in economics and finance
1
The IUP journal of applied finance : IJAF
1
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The journal of asset management
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The journal of asset management : a major new, international quarterly journal for the financial community
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ECONIS (ZBW)
9
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1
Effectiveness of deterministic option
pricing
models : new evidence from Nifty and Bank Nifty Index options
Singh, Vipul Kumar
;
Kumar, Pawan
- In:
The journal of asset management : a major new, …
25
(
2024
)
2
,
pp. 172-189
Persistent link: https://www.econbiz.de/10014511683
Saved in:
2
Pricing
and hedging competitiveness of the tree option
pricing
models : evidence from India
Singh, Vipul Kumar
- In:
The journal of asset management
17
(
2016
)
6
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011648199
Saved in:
3
Conjoint analysis of option and volatility models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
4
Jump-diffusion option
pricing
models : evidence from recent financial upheavals
Singh, Vipul Kumar
- In:
Studies in economics and finance
32
(
2015
)
3
,
pp. 357-378
Persistent link: https://www.econbiz.de/10011380924
Saved in:
5
Modeling volatility smile : empirical evidence from India
Singh, Vipul Kumar
- In:
Journal of derivatives & hedge funds
19
(
2013
)
3
,
pp. 208-240
Persistent link: https://www.econbiz.de/10010259418
Saved in:
6
Effectiveness of volatility models in option
pricing
: evidence from recent financial upheavals
Singh, Vipul Kumar
- In:
Journal of advances in management research : JAMR
10
(
2013
)
3
,
pp. 352-375
Persistent link: https://www.econbiz.de/10010206639
Saved in:
7
Inter-competence of jump-diffusion option
pricing
models : evidence from recent financial upheavals
Singh, Vipul Kumar
- In:
The international journal of finance
25
(
2013
)
3
,
pp. 7789-7820
Persistent link: https://www.econbiz.de/10010382270
Saved in:
8
Empirical analysis of GARCH and practitioner Black-Scholes model for
pricing
S&P CNX Nifty 50 index options
Singh, Vipul Kumar
;
Ahmad, Naseem
;
Pachori, Pushkar
- In:
Decision
38
(
2011
)
2
,
pp. 51-67
Persistent link: https://www.econbiz.de/10009716076
Saved in:
9
Forecasting performance of volatility models for
pricing
S&P CNX Nifty index options via Black-Scholes model
Singh, Vipul Kumar
;
Ahmad, Naseem
- In:
The IUP journal of applied finance : IJAF
17
(
2011
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10009270171
Saved in:
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