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Articles (9)

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1-9 of 9 results for Black Scholes implied volatility

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Select article: The Information Content of Alternate Implied Volatility Models: Case of Indian Markets

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Research article

First published 2013-12

The Information Content of Alternate Implied Volatility Models: Case of Indian Markets

A. Vinay Kumar, Shikha Jaiswal

Journal of Emerging Market Finance

Select article: Determinants of In-the-money Expiration of Call Option Contracts—An Empirical Evidence from Call Options on Nifty 50 Index

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Research article

First published 2016-12

Determinants of In-the-money Expiration of Call Option Contracts—An Empirical Evidence from Call Options on Nifty 50 Index

A. Sudhakar, Potharla Srikanth

Global Business Review

Select article: The Quantum Oscillator Model for Options: Pricing and Hedging

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Research article

First published 2025-12

The Quantum Oscillator Model for Options: Pricing and Hedging

Belal Ehsan Baaquie

Quantum Economics and Finance

Select article: Conjoint Analysis of Option and Volatility Models

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Research article

First published 2015-12

Conjoint Analysis of Option and Volatility Models

Vipul Kumar Singh

Journal of Emerging Market Finance

Select article: An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black–Scholes model

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Research article

First published 2018-2

An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black–Scholes model

Soňa Kilianová, Boris Letko

Risk and Decision Analysis

Select article: A Kaleidoscopic Study of Pricing Performance of Stochastic Volatility Option Pricing Models: Evidence from Recent Indian Economic Turbulence

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Research article

First published 2013-4

A Kaleidoscopic Study of Pricing Performance of Stochastic Volatility Option Pricing Models: Evidence from Recent Indian Economic Turbulence

Vipul Kumar Singh, Pushkar Pachori

Vikalpa: The Journal for Decision Makers

Select article: The price of granularity and fractional finance

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Research article

First published 2016-2

The price of granularity and fractional finance

Charles S. Tapiero, Oren J. Tapiero, Guy Jumarie

Risk and Decision Analysis

Select article: Pricing Efficiency in CNX Nifty Index Options Using the Black–Scholes Model: A Comparative Study of Alternate Volatility Measures

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Research article

First published 2016-5

Pricing Efficiency in CNX Nifty Index Options Using the Black–Scholes Model: A Comparative Study of Alternate Volatility Measures

Tanuj Nandan, Puja Agrawal

Margin: The Journal of Applied Economic Research

Select article: An Empirical Test of the Black-Scholes Option Pricing Model and the Implied Variance: A Confidence Interval Approach

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First published 1987-10

An Empirical Test of the Black-Scholes Option Pricing Model and the Implied Variance: A Confidence Interval Approach

Haim Levy, Young Hoon Byun

Journal of Accounting,Auditing & Finance

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