EN
Empirical Testing of Modified Black-Scholes Option Pricing Model Formula on NSE Derivative Market In India
Öz
The main objectives of this paper are to incorporate modification in Black-Scholes option pricing model formula by adding some new variables on the basis of given assumption related to risk-free interest rate, and also shows the calculation process of new risk-free interest rate on the basis of modified variable. This paper also identifies the various situations in empirical testing of modified and original Black-Scholes formula with respect to the market value on the basis of assumed and calculated risk-free interest rate.
Anahtar Kelimeler
Ayrıntılar
Birincil Dil
İngilizce
Konular
-
Bölüm
-
Yayımlanma Tarihi
1 Mart 2013
Gönderilme Tarihi
1 Mart 2013
Kabul Tarihi
-
Yayımlandığı Sayı
Yıl 2013 Cilt: 3 Sayı: 1
APA
Khan, M. U., Gupta, A., & Siraj, S. (2013). Empirical Testing of Modified Black-Scholes Option Pricing Model Formula on NSE Derivative Market In India. International Journal of Economics and Financial Issues, 3(1), 87-98. https://izlik.org/JA24SH75WC
AMA
1.Khan MU, Gupta A, Siraj S. Empirical Testing of Modified Black-Scholes Option Pricing Model Formula on NSE Derivative Market In India. IJEFI. 2013;3(1):87-98. https://izlik.org/JA24SH75WC
Chicago
Khan, Matloob Ullah, Ambrish Gupta, ve Sadaf Siraj. 2013. “Empirical Testing of Modified Black-Scholes Option Pricing Model Formula on NSE Derivative Market In India”. International Journal of Economics and Financial Issues 3 (1): 87-98. https://izlik.org/JA24SH75WC.
EndNote
Khan MU, Gupta A, Siraj S (01 Mart 2013) Empirical Testing of Modified Black-Scholes Option Pricing Model Formula on NSE Derivative Market In India. International Journal of Economics and Financial Issues 3 1 87–98.
IEEE
[1]M. U. Khan, A. Gupta, ve S. Siraj, “Empirical Testing of Modified Black-Scholes Option Pricing Model Formula on NSE Derivative Market In India”, IJEFI, c. 3, sy 1, ss. 87–98, Mar. 2013, [çevrimiçi]. Erişim adresi: https://izlik.org/JA24SH75WC
ISNAD
Khan, Matloob Ullah - Gupta, Ambrish - Siraj, Sadaf. “Empirical Testing of Modified Black-Scholes Option Pricing Model Formula on NSE Derivative Market In India”. International Journal of Economics and Financial Issues 3/1 (01 Mart 2013): 87-98. https://izlik.org/JA24SH75WC.
JAMA
1.Khan MU, Gupta A, Siraj S. Empirical Testing of Modified Black-Scholes Option Pricing Model Formula on NSE Derivative Market In India. IJEFI. 2013;3:87–98.
MLA
Khan, Matloob Ullah, vd. “Empirical Testing of Modified Black-Scholes Option Pricing Model Formula on NSE Derivative Market In India”. International Journal of Economics and Financial Issues, c. 3, sy 1, Mart 2013, ss. 87-98, https://izlik.org/JA24SH75WC.
Vancouver
1.Matloob Ullah Khan, Ambrish Gupta, Sadaf Siraj. Empirical Testing of Modified Black-Scholes Option Pricing Model Formula on NSE Derivative Market In India. IJEFI [Internet]. 01 Mart 2013;3(1):87-98. Erişim adresi: https://izlik.org/JA24SH75WC