Inter-competence of jump-diffusion option pricing models : evidence from recent financial upheavals
Year of publication: |
2013
|
---|---|
Authors: | Singh, Vipul Kumar |
Published in: |
The international journal of finance. - Marlton, NJ, ISSN 1041-2743, ZDB-ID 1057445-1. - Vol. 25.2013, 3, p. 7789-7820
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Indien | India | 2007-2008 |
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