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ECONIS (ZBW)
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1
Put-call parity in Indian stock markets post turmoil settlement
Gupta, Pankaj Kumar
- In:
Trends economics and management
12
(
2018
)
32
,
pp. 49-61
the National Stock Exchange of India (NSE) on various parameters including
Moneyness
, arbitrage differential, and time to …
Persistent link: https://www.econbiz.de/10012022238
Saved in:
2
A study of Black-Scholes model’s applicability in Indian capital markets
Srivastava, Anubha
;
Shastri, Manjula
- In:
Paradigm : the journal of Institute of Management Technology
24
(
2020
)
1
,
pp. 73-92
Persistent link: https://www.econbiz.de/10012229650
Saved in:
3
Violations of put-call parity for CNX Nifty index options : a study at National Stock Exchange
Nandan, Tanuj
;
Agrawal, Puja
- In:
Global business & economics review
20
(
2018
)
4
,
pp. 485-502
Persistent link: https://www.econbiz.de/10012126516
Saved in:
4
A proposed solution for the chicken-egg dilemma in pricing currency options
Hogue, Ariful
;
Krishnamurti, Chandrasekhar
- In:
Australasian accounting business and finance journal : AABF
7
(
2013
)
2
,
pp. 71-86
Persistent link: https://www.econbiz.de/10010246940
Saved in:
5
Behaviour and determinants of implied volatility in Indian market
Narain
;
Nigam, Narander Kumar
;
Pandey, Piyush
- In:
Journal of advances in management research : JAMR
13
(
2016
)
3
,
pp. 271-291
Persistent link: https://www.econbiz.de/10011634555
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6
What makes volatility smile? : an empirical investigation of implied volatility functions in Indian market
Inder, Shivani
;
Pasricha, J. S.
- In:
Business analyst : a refereed journal of Shri Ram …
36
(
2015
)
1
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011533053
Saved in:
7
Stylized patterns of implied volatility in India : a case study of NSE Nifty options
Shaikh, Imlak
;
Padhi, Puja
- In:
Journal of Indian business research
6
(
2014
)
3
,
pp. 231-254
Persistent link: https://www.econbiz.de/10010492684
Saved in:
8
Violations of put-call parity for CNX nifty index options : a study at national stock exchange
Nandan, Tanuj
;
Agrawal, Puja
- In:
Global review of business and economic research
10
(
2014
)
2
,
pp. 135-152
Persistent link: https://www.econbiz.de/10011343197
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