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Journal Articles
Journal of Advances in Management Research (2016) 13 (3): 271–291.
Published: 07 November 2016
...Narain; Narander Kumar Nigam; Piyush Pandey Purpose The purpose of this paper is to understand the patterns of the implied volatility (IV) of the Indian index option market and its relationship with moneyness (called the volatility smile). Its goal is also to ascertain the determinants of IV...

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