Pricing and hedging competitiveness of the tree option pricing models : evidence from India
Year of publication: |
October-November 2016
|
---|---|
Authors: | Singh, Vipul Kumar |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 17.2016, 6, p. 453-475
|
Subject: | binomial | Black-Scholes | implied volatility | Nifty index | options | optimization | trinomial | Optionspreistheorie | Option pricing theory | Indien | India | Volatilität | Volatility | Hedging | Black-Scholes-Modell | Black-Scholes model | Index-Futures | Index futures | Optionsgeschäft | Option trading | Derivat | Derivative |
-
Singh, Vipul Kumar, (2024)
-
Singh, Vipul Kumar, (2015)
-
Ad-Hoc Black-Scholes vis-à-vis TSRV-based Black-Scholes : evidence from Indian options market
Dixit, Alok, (2018)
- More ...
-
Panda, Ajaya Kumar, (2019)
-
Singh, Vipul Kumar, (2015)
-
Jump-diffusion option pricing models : evidence from recent financial upheavals
Singh, Vipul Kumar, (2015)
- More ...