Effectiveness of Classic Versions of Options Pricing Models in Recent Waves of Financial Upheavals
Year of publication: |
2013
|
---|---|
Authors: | Singh, Vipul Kumar ; Ahmad, Naseem |
Published in: |
Asian Academy of Management Journal of Accounting and Finance. - Asian Academy of Management - AAM. - Vol. 9.2013, 2, p. 127-155
|
Publisher: |
Asian Academy of Management - AAM |
Subject: | Black-Scholes | European call options | Hull-White | Nifty index | Merton |
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