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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

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

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

Parliamentary elections create more "options" : evidences from world's largest democracy "India"

Singh, Vipul Kumar - In: The journal of asset management 17 (2016) 5, pp. 375-392

Persistent link: https://www.econbiz.de/10011634698

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

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

Forecasting Performance of Volatility Models for Pricing S&P CNX Nifty Index Options Via Black-Scholes Model

Singh, Vipul Kumar - 2012

Though the Black-Scholes model shows systematic maturity-moneyness biases, still this simple and elegant model is used worldwide as a benchmark method to fix the base price of options trading on exchanges. Volatility is the only unknown factor in Black-Scholes model. In this paper, we have used...

Persistent link: https://www.econbiz.de/10013106428

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