Keywords: Indian options market
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Journal Articles
Managerial Finance (2015) 41 (8): 857–870.
Published: 10 August 2015
... – The negative pricing bias of B-S model, despite the use of the more efficient TSRV estimate, and post facto volatility values, confirms its inadequacy. It also points towards the possible existence of volatility risk premium in the Indian options market. Originality/value – The use of tick...

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