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Modeling volatility of national stock exchange of India
Joshi, Prashant - In: Asian African journal of economics and econometrics 10 (2010) 2, pp. 337-354
Persistent link: https://www.econbiz.de/10009007472
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Conjoint analysis of option and volatility models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar - In: Journal of emerging market finance 14 (2015) 3, pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
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Jump-diffusion option pricing models : evidence from recent financial upheavals
Singh, Vipul Kumar - In: Studies in economics and finance 32 (2015) 3, pp. 357-378
Persistent link: https://www.econbiz.de/10011380924
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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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The information content of alternate implied volatility models : case of Indian markets
Kumar, A. Vinay; Jaiswal, Shikha - In: Journal of emerging market finance 12 (2013) 3, pp. 293-321
Persistent link: https://www.econbiz.de/10010360587
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Inter-competence of jump-diffusion option pricing models : evidence from recent financial upheavals
Singh, Vipul Kumar - In: The international journal of finance 25 (2013) 3, pp. 7789-7820
Persistent link: https://www.econbiz.de/10010382270
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Modeling volatility smile : empirical evidence from India
Singh, Vipul Kumar - In: Journal of derivatives & hedge funds 19 (2013) 3, pp. 208-240
Persistent link: https://www.econbiz.de/10010259418
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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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Performance of the Heston's stochastic volatility model : a study in Indian index options market
Singh, Shivam; Dixit, Alok - In: Theoretical economics letters 6 (2016) 2, pp. 151-165
Persistent link: https://www.econbiz.de/10011545451