Determinants of in-the-money expiration of call option contracts : an empirical evidence from call options on Nifty 50 Index
Year of publication: |
December 2016
|
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Authors: | Sudhakar, Aare ; Srikanth, Potharla |
Published in: |
Global business review. - New Delhi [u.a.] : Sage, ISSN 0972-1509, ZDB-ID 2004354-5. - Vol. 17.2016, 6, p. 1373-1387
|
Subject: | Call options | implied volatility | Black and Scholes model | Probit model | Logit model | Optionsgeschäft | Option trading | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Probit-Modell | Index-Futures | Index futures | Black-Scholes-Modell | Black-Scholes model |
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