Browsing Student Projects by Subject "NSE options"

Now showing items 1-1 of 1

    • Empirical tests of boundary conditions for NSE options 

      Kumar, Ram S.; Narayan, Tulsi (Indian Institute of Management Ahmedabad, 2002)
      In this paper the lower boundary conditions for traded call options are derived and subjected to empirical testing. A null hypothesis is formulated based on the theoretical conditions and tested using data on call options ...