Open AccessEfficiency of Indian Option Market: Estimation of Future Market Volatility Using Implied Volatility
Author(s) -
T. Viswanathan,
Ram S. Sriram,
Prarthana Mukherjee
Publication year - 2019
Publication title -
sdmimd journal of management
Language(s) - English
Resource type - Journals
eISSN - 2320-7906
pISSN - 0976-0652
DOI - 10.18311/sdmimd/2019/23183
Subject(s) - implied volatility , volatility (finance) , volatility smile , volatility swap , volatility risk premium , forward volatility , economics , financial economics , stochastic volatility , econometrics , variance swap , stock exchange , stock market , finance , paleontology , horse , biology