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Empirical analysis of GARCH and practitioner Black-Scholes model for pricing S&P CNX Nifty 50 index options

Singh, Vipul Kumar; Ahmad, Naseem; Pachori, Pushkar - In: Decision 38 (2011) 2, pp. 51-67

Persistent link: https://www.econbiz.de/10009716076

Forecasting performance of volatility models for pricing S&P CNX Nifty index options via Black-Scholes model

Singh, Vipul Kumar; Ahmad, Naseem - In: The IUP journal of applied finance : IJAF 17 (2011) 3, pp. 53-67

Persistent link: https://www.econbiz.de/10009270171

Empirical analysis of GARCH and practitioner Black-Scholes model for pricing S&P CNX Nifty 50 index options

Singh, Vipul Kumar; Ahmad, Naseem; Pachori, Pushkar - In: Decision 38 (2011) 2, pp. 51-67

Persistent link: https://www.econbiz.de/10010096962

Forecasting performance of volatility models for pricing S&P CNX Nifty index options via Black-Scholes model

Singh, Vipul Kumar; Ahmad, Naseem - In: The IUP journal of applied finance : IJAF 17 (2011) 3, pp. 53-67

Persistent link: https://www.econbiz.de/10009924999

Effectiveness of Classic Versions of Options Pricing Models in Recent Waves of Financial Upheavals

Singh, Vipul Kumar; Ahmad, Naseem - In: Asian Academy of Management Journal of Accounting and … 9 (2013) 2, pp. 127-155

This paper attempts to determine the best alternative model of options pricing with the capacity to control both the level of skewness and kurtosis. It aims to replicate the effectiveness of classic stochastic and deterministic option pricing models and also establish a correlation between the...

Persistent link: https://www.econbiz.de/10011152442

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

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

Empirical performance of option pricing models : evidence from India

Singh, Vipul Kumar - In: International journal of economics and finance 5 (2013) 2, pp. 141-154

Persistent link: https://www.econbiz.de/10009705041

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

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