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Keywords: Options pricing
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Journal Articles
Journal:
Managerial Finance
Managerial Finance (2015) 41 (8): 857–870.
Published: 10 August 2015
.../approach – The ex post TSRV is used as the volatility estimator to ensure efficient volatility estimation, without forecasting error. The B-S option prices, thus obtained, are compared with the market prices using four performance measures, for the options on NIFTY index, and three of its...
