Modeling of implied volatility surfaces of nifty index options
Year of publication: |
2019
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Authors: | Dash, Mihir |
Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 6.2019, 3, p. 1-11
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Subject: | Implied volatility surface | volatility skew | option pricing | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model |
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