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Further evidence on pricing In...
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1
Performance of Black-Scholes model with TSRV estimates
Singh, Shivam
;
Vipul
- In:
Managerial finance
41
(
2015
)
8
,
pp. 857-870
Persistent link: https://www.econbiz.de/10011336586
Saved in:
2
Testing efficiency of the variables in black scholes option pricing model : evidence from Indian derivatives market
Inder, Shivani
- In:
Research bulletin / The Institute of Cost Accountants …
42
(
2016
)
1
,
pp. 223-230
Persistent link: https://www.econbiz.de/10011622303
Saved in:
3
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:
4
Ad-Hoc Black-Scholes vis-à-vis TSRV-based Black-Scholes : evidence from Indian options market
Dixit, Alok
;
Singh, Shivam
- In:
Journal of quantitative economics
16
(
2018
)
1
,
pp. 57-88
Persistent link: https://www.econbiz.de/10012418326
Saved in:
5
Testing the performance of Black and Scholes pricing model in the Indian options market
Sharma, Sonal
- In:
Mudra : journal of finance and accounting
5
(
2018
)
1
,
pp. 18-34
Persistent link: https://www.econbiz.de/10011981105
Saved in:
6
Pricing of bond options in
India
Chaudhuri, Sunrita
;
Pandey, Alok
- In:
International Journal of Financial Markets and …
8
(
2022
)
4
,
pp. 359-383
Persistent link: https://www.econbiz.de/10014311656
Saved in:
7
A recombining lattice option pricing model that relaxes the assumption of lognormality
Ji, Dasheng
;
Brorsen, Wade
- In:
Review of derivatives research
14
(
2011
)
3
,
pp. 349-367
Persistent link: https://www.econbiz.de/10009349984
Saved in:
8
Pricing and hedging of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
Saved in:
9
Option pricing with economic feasibility
Yu, Yi-jang
- In:
Modern economy
4
(
2013
)
1
,
pp. 73-76
Persistent link: https://www.econbiz.de/10010201966
Saved in:
10
Pricing European and American options with two stochastic factors : a highly efficient radial basis function approach
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Journal of economic dynamics & control
37
(
2013
)
6
,
pp. 1142-1167
Persistent link: https://www.econbiz.de/10009740447
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