Forecasting performance of volatility models for pricing S&P CNX Nifty index options via Black-Scholes model
Year of publication: |
2011
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Authors: | Singh, Vipul Kumar ; Ahmad, Naseem |
Published in: |
The IUP journal of applied finance : IJAF. - Hyderabad : Icfai University Press, ISSN 0972-5105, ZDB-ID 2521131-6. - Vol. 17.2011, 3, p. 53-67
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Subject: | Index-Futures | Index futures | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Black-Scholes-Modell | Black-Scholes model | USA | United States | 2008 |
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