Empirical analysis of GARCH and Practitioner Black-Scholes Model for Pricing S&P CNX Nifty 50 index options of India

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DC Field	Value	Language
dc.contributor.author	Singh, Vipul Kumar
dc.contributor.author	Ahmad, Naseem
dc.contributor.author	Pachori, Pushkar
dc.date.accessioned	2021-08-27T07:33:23Z
dc.date.available	2021-08-27T07:33:23Z
dc.date.issued	2011-08
dc.identifier.issn	0304-0941(print version)
dc.identifier.uri	https://ir.iimcal.ac.in:8443/jspui/handle/123456789/3026
dc.description	Vipul Kumar Singh, Assistant Professor (Finance), IILM College of Management Studies; Naseem Ahmad, Professor, Department of Mathematics, Jamia Millia Islamia (Central University),New Delhi-110025; Pushkar Pachori, Technology Leader, Royal Bank of Scotland
dc.description	p.51-67
dc.description	August, 2011
dc.description	Issue Editor - Debashish Bhattacherjee
dc.publisher	Indian Institute of Management Calcutta, Kolkata
dc.relation.ispartofseries	Vol.38;No.2
dc.title	Empirical analysis of GARCH and Practitioner Black-Scholes Model for Pricing S&P CNX Nifty 50 index options of India
dc.type	Article
Appears in Collections:	Issue 2, August 2011

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