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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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Further evidence on pricing Indian stock call options using Black-Scholes option pricing model
Nagendran, R.; Venkateswar, Sankaran - In: Research bulletin / The Institute of Cost Accountants … 39 (2014), pp. 185-195
Persistent link: https://www.econbiz.de/10011420273
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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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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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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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A study of relevance of Black-Scholes model on option prices of Indian stock market
Srivastava, Anubha; Shastri, Manjula - In: International journal of governance and financial … 1 (2018) 1, pp. 82-104
Persistent link: https://www.econbiz.de/10012253558
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Pricing and hedging competitiveness of the tree option pricing models : evidence from India
Singh, Vipul Kumar - In: The journal of asset management 17 (2016) 6, pp. 453-475
Persistent link: https://www.econbiz.de/10011648199
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Testing the performance of Black and Scholes pricing model in the Indian options market
Sharma, Sonal - In: Mudra : journal of finance and accounting 5 (2018) 1, pp. 18-34
Persistent link: https://www.econbiz.de/10011981105
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An empirical test of market efficiency of Indian index options market using the Black-Scholes model and dynamic hedging strategy
Mohanti, Debaditya; Priyan, P. K. - In: Paradigm : the journal of Institute of Management Technology 18 (2014) 2, pp. 221-237
Persistent link: https://www.econbiz.de/10011760603
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Beware of extreme investor sentiments! : Indian evidence on the performance of neuro-specific options volatility trading strategies on the facets of COVID-19
Royit, Ansu; Jose, Babu; Varghese, James - In: Journal of emerging market finance 22 (2023) 3, pp. 326-350
Persistent link: https://www.econbiz.de/10014382363