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.
Browsing by Subject Volatility smile
Showing results 1 to 3 of 3
| Issue Date | Title | Author(s) |
|---|---|---|
| 14-Jul-2023 | Harvesting the volatility smile in a large emerging market: a dynamic nelson–siegel approach | Kumar, Sudarshan; Agarwalla, Sobhesh Kumar; Varma, Jayanth R.; Virmani, Vineet |
| 15-Sep-2018 | Indian equity options: smile, risk premiums, and efficiency | Jain, Sonali; Varma, Jayanth R.; Agarwalla, Sobhesh Kumar |
| 15-Sep-2021 | Lottery and bubble stocks and the cross-section of option-implied tail risks | Agarwalla, Sobhesh Kumar; Saurav, Sumit; Varma, Jayanth R. |