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~person:"Dixit, Alok"
~subject:"Black-Scholes model"
~subject:"Exchange rate"
~subject:"Option pricing theory"
~subject:"Volatility Smile"
~subject:"stochastic volatility"
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Ad-Hoc Black-Scholes vis-à-vis TSRV-based Black-Scholes : evidence from Indian options market
Dixit, Alok
;
Singh, Shivam
- In:
Journal of quantitative economics
16
(
2018
)
1
,
pp. 57-88
Persistent link: https://www.econbiz.de/10012418326
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