IIMA Institutional Repository
This Institutional Repository has been created to collect, preserve and distribute the scholarly output of Indian Institute of Management, Ahmedabad. This will work as an important tool to facilitate scholarly communication and preserve the institution knowledge. The Vikram Sarabhai Library is proud to be hosting the repository for the dissemination and preservation of this valuable knowledge resource of the IIMA community.
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| Issue Date | Title | Author(s) |
|---|---|---|
| 2003 | Multi-factor VaR models under Black-Scholes pricing for Indian equity index (S & P CNX Nifty) options | Tilotia, Akhilesh; Kedia, Nikunj |