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Inefficient markets and credit risk modeling: Why Merton's model failed
Majumder, Debasish - In: Journal of policy modeling : JPMOD ; a social science … 28 (2006) 3, pp. 307-318
Persistent link: https://www.econbiz.de/10003307107
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Performance of Black-Scholes model with TSRV estimates
Singh, Shivam; Vipul - In: Managerial finance 41 (2015) 8, pp. 857-870
Persistent link: https://www.econbiz.de/10011336586
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Violations of put-call parity for CNX nifty index options : a study at national stock exchange
Nandan, Tanuj; Agrawal, Puja - In: Global review of business and economic research 10 (2014) 2, pp. 135-152
Persistent link: https://www.econbiz.de/10011343197
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What makes volatility smile? : an empirical investigation of implied volatility functions in Indian market
Inder, Shivani; Pasricha, J. S. - In: Business analyst : a refereed journal of Shri Ram … 36 (2015) 1, pp. 127-145
Persistent link: https://www.econbiz.de/10011533053
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Empirical performance of Black-Scholes and GARCH option pricing models during turbulent times : the Indian evidence
Bhat, Aparna; Arekar, Kirti - In: International journal of economics and finance 8 (2016) 3, pp. 123-136
Persistent link: https://www.econbiz.de/10011447894
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Indian trade unions : A survey
Karnik, Vasant Bhagvant - 1966 - 2., rev. ed.
Persistent link: https://www.econbiz.de/10002306406
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Strikes in India (1860-1970)
Rao, P. D. P. Prasada - 1972
Persistent link: https://www.econbiz.de/10002674145
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Increased Trading Hours and its Post-Impact on Market Efficiency : Empirical Evidence from the Indian Stock Market
Chauhan, Ajay Kumar - 2011
Efficiency of the equity market is one of the areas of prime concern for the stock market regulators because of its bearing on the investment behavior of investors. Also, with the increase in the level of integration with global stock markets, information originating in different countries has...
Persistent link: https://www.econbiz.de/10013132983
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Determinants of Implied Volatility Function on the Nifty Index Options Market : Evidence from India
Narayanamoorthy, Vijayakumar - 2013
time to expiration are the potential determinants of smile asymmetry in India, as is the case with international evidence …
Persistent link: https://www.econbiz.de/10013080011
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A study of Black-Scholes model’s applicability in Indian capital markets
Srivastava, Anubha; Shastri, Manjula - In: Paradigm : the journal of Institute of Management Technology 24 (2020) 1, pp. 73-92
Persistent link: https://www.econbiz.de/10012229650