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Title: | An Empirical Analysis of Black-Scholes Option Pricing Model with Specific Refrence to It Stock Options |
Authors: | Panduranga V |
Issue Date: | 2015 |
Publisher: | Gitam Journal of Management |
Abstract: | Option pricing is a crucial factor for hedgers as well as speculators in the options market. Black-Scholes model is a widely accepted option pricing model. An attempt is made in this paper to study the relevance of Black-Scholes model in Indian Derivative market with specific reference to select IT stock options. Results of the paired sample T-test revealed that there is no significallt difference between the expected option price calculated thorough Black-Scholes Model and market price of options, in three our of four cases. It can he inferred that model is relevam for IT stocks. |
URI: | http://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/10149 |
Appears in Collections: | Articles to be qced |
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An Empirical Analysis of Black-Scholes Option Pricing Model with Specific Refrence to IT Stock Options- Panduranga V.pdf Restricted Access | 293.84 kB | Adobe PDF | View/Open Request a copy |
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