Performance of Black-Scholes model with TSRV estimates
Shivam Singh and Vipul
| Year of publication: |
2015
|
|---|---|
| Authors: | Singh, Shivam ; Vipul |
| Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 41.2015, 8, p. 857-870
|
| Subject: | High-frequency data | Black-Scholes | Indian options market | Options pricing | TSRV | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Indien | India | Derivat | Derivative | Optionsgeschäft | Option trading | Volatilität | Volatility | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011336586