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Pricing efficiency in CNX Nifty Index options using the Black-Scholes model : a comparative study of alternate volatility measures
Nandan, Tanuj; Agrawal, Puja - In: Margin: the journal of applied economic research 10 (2016) 2, pp. 281-304
Persistent link: https://www.econbiz.de/10011690833
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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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Determinants of in-the-money expiration of call option contracts : an empirical evidence from call options on Nifty 50 Index
Sudhakar, Aare; Srikanth, Potharla - In: Global business review 17 (2016) 6, pp. 1373-1387
Persistent link: https://www.econbiz.de/10011665175
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Reasonable evaluation of VIX options for the Taiwan stock index
Huang, Hung-Hsi; Lin, Shin-Hung; Wang, Chiu-Ping - In: The North American journal of economics and finance : a … 48 (2019), pp. 111-130
Persistent link: https://www.econbiz.de/10012120217
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The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.; Zhang, Jin E. - In: Applied economics 52 (2020) 8, pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
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Effectiveness of deterministic option pricing models : new evidence from Nifty and Bank Nifty Index options
Singh, Vipul Kumar; Kumar, Pawan - In: The journal of asset management : a major new, … 25 (2024) 2, pp. 172-189
Persistent link: https://www.econbiz.de/10014511683
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Modeling of implied volatility surfaces of nifty index options
Dash, Mihir - In: International journal of financial engineering 6 (2019) 3, pp. 1-11
Persistent link: https://www.econbiz.de/10012314517
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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
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Comparative analysis of root finding algorithms for implied volatility estimation of Ethereum options
Sapna, S.; Mohan, Biju R. - In: Computational economics 64 (2024) 1, pp. 515-550
Persistent link: https://www.econbiz.de/10015078042
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Volatility forecasting in a tick data model
Rogers, Leonard C. G. - In: Forecasting volatility in the financial markets, (pp. 295-299). 2007
Persistent link: https://www.econbiz.de/10003872998