Effect of return and volatility calculation on option pricing : an analysis using BANKNIFTY
Year of publication: |
April 2015
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Authors: | Ahmad, Akhlaque |
Published in: |
Research bulletin / The Institute of Cost Accountants of India. - Kolkata : [Verlag nicht ermittelbar], ISSN 2230-9241, ZDB-ID 2830259-X. - Vol. 41.2015, 1, p. 103-110
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Subject: | Asset Returns | BS Model | BANKNIFTY | Option Pricing | Volatility | Volatilität | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Optionsgeschäft | Option trading | Derivat | Derivative | Börsenkurs | Share price |
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