Forecasting Performance of Volatility Models for Pricing S&P CNX Nifty Index Options Via Black-Scholes Model
Year of publication: |
2012
|
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Authors: | Singh, Vipul Kumar |
Other Persons: | Ahmad, Naseem (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Black-Scholes-Modell | Black-Scholes model | Index-Futures | Index futures |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The IUP Journal of Applied Finance, Vol. 17, No. 3, pp. 53-67, July 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 17, 2012 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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