Jump-diffusion option pricing models : evidence from recent financial upheavals
Year of publication: |
2015
|
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Authors: | Singh, Vipul Kumar |
Published in: |
Studies in economics and finance. - Bradford : Emerald, ISSN 1086-7376, ZDB-ID 2364532-5. - Vol. 32.2015, 3, p. 357-378
|
Subject: | Black–Scholes | Bates | Jump-diffusion | Merton | Nifty index options | Option-pricing models | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Indien | India | Index-Futures | Index futures | Optionsgeschäft | Option trading |
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