... the most comprehensive and valued index in the field of Social Sciences. G11 G12 G24 G34 M13 Private equity (PE) is defined as professionally managed equity investments in the unregistered securities of private and public corporations (Fenn et al., 1997). The theoretical...

...) and p ≥ max (Ke^−rt − S₀, 0) are excluded to ensure arbitrage-free prices. Currency options Corridor implied volatility Model-free implied volatility Volatility index Dollar-rupee returns G12 G13 G15 The measurement...

...–Scholes–Merton Currency options Delta-hedging G12 G13 G15 The empirical evidence regarding the hedging performance of alternative models is relatively scarce. Vahamaa (2003) found that the delta-hedging performance of skewness- and kurtosis-adjusted BSM model was worse than...