Empirical Study of the effect of including Skewness & Kurtosis in Black Scholes option pricing formula on S&P CNX Nifty Index Options

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	ICFAI Journal of Derivatives Markets
DOIs	https://doi.org/10.2139/ssrn.1075583
State	Published - 2008

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@article{7ea7a10564dd48918d17eb223a5e11c6,

title = "Empirical Study of the effect of including Skewness & Kurtosis in Black Scholes option pricing formula on S&P CNX Nifty Index Options",

author = "Tiwari Manvendra and Rritu Saurabha",

year = "2008",

doi = "10.2139/ssrn.1075583",

language = "American English",

journal = "ICFAI Journal of Derivatives Markets",

}