Effectiveness of volatility models in option pricing : evidence from recent financial upheavals
Year of publication: |
2013
|
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Authors: | Singh, Vipul Kumar |
Published in: |
Journal of advances in management research : JAMR. - Bingley : Emerald, ISSN 0972-7981, ZDB-ID 2529536-6. - Vol. 10.2013, 3, p. 352-375
|
Subject: | Financial forecasting | Data analysis | Derivatives | Econometrics | Option pricing | Time series | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Prognoseverfahren | Forecasting model | Börsenkurs | Share price |
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