An empirical comparison of two stochastic volatility models using Indian market data
From MaRDI portal
Publication:370874
DOI10.1007/s10690-013-9166-3zbMath1273.91439MaRDI QIDQ370874
Srikanth K. Iyer, Seema Nanda, Swapnil Kumar
Publication date: 20 September 2013
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10690-013-9166-3
91G20: Derivative securities (option pricing, hedging, etc.)