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Testing Pricing Efficiency of Index Options Using Black-Scholes Model: Evidence From Indian Index Options Market
The present paper attempts to test the pricing efficiency of S&P CNX Nifty index options traded on National Stock Exchange (NSE) India, by using Black and Scholes (1972) model for valuing the options. The data collected in this study consists of daily closing prices of S&P CNX Nifty index op...
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| Формат: | Journal Article |
| Опубликовано: |
Abhigyan
2014
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