Determinants of In-the-money Expiration of Call Option Contracts—An Empirical Evidence from Call Options on Nifty 50 Index
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DOI: 10.1177/0972150916660402
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- Scott, Louis O., 1987. "Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(4), pages 419-438, December.
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Keywords
Call options; implied volatility; Black and Scholes model; Probit model; Logit model;All these keywords.
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