All Stories

  1. Ad-Hoc Black–Scholes vis-à-vis TSRV-based Black–Scholes: Evidence from Indian Options Market

    Article • Journal of Quantitative Economics, February 2017, Springer Science + Business Media

    Mr Shivam Singh

  2. Performance of the Heston’s Stochastic Volatility Model: A Study in Indian Index Options Market

    Article • Theoretical Economics Letters, January 2016, Scientific Research Publishing, Inc,

    Mr Shivam Singh

  3. Performance of Black-Scholes model with TSRV estimates

    Article • Managerial Finance, August 2015, Emerald

    Mr Shivam Singh