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

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Veröffentlicht in:Indian Institute of Management Calcutta Decision
1. Verfasser: Singh, Vipul Kumar (VerfasserIn)
Weitere Verfasser: Ahmad, Naseem (VerfasserIn), Pachori, Pushkar (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2011
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