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Pricing and hedging index options under stochastic volatility : an empirical examiniation
Nandi, Saikat - 1996
Persistent link: https://www.econbiz.de/10000958009
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How important is the correlation between returns and volatility in a stochastic volatility model? : Empirical evidence from pricing and hedging in the S&P 500 index options market
Nandi, Saikat - In: Journal of banking & finance 22 (1998) 5, pp. 589-610
Persistent link: https://www.econbiz.de/10001243308
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Issues in hedging options positions
Nandi, Saikat; Waggoner, Daniel F. - In: Economic review 85 (2000) 1, pp. 24-39
Persistent link: https://www.econbiz.de/10001494845
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Derivatives on volatility : some simple solutions based on observables
Heston, Steven L.; Nandi, Saikat - 2000
Persistent link: https://www.econbiz.de/10001537175