Modeling of implied volatility surfaces of nifty index options
Mihir Dash
| Year of publication: |
2019
|
|---|---|
| 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
|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786319500282 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012314517