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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/10010096962
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Empirical competitiveness of deterministic option pricing models: Evidences from the recent waves of financial upheavals in India
Singh, Vipul Kumar; Pachori, Pushkar - In: Journal of derivatives & hedge funds 19 (2013) 2, pp. 129-156
Persistent link: https://www.econbiz.de/10010181134
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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/10009924999