000			00950npc a2200169Ia 4500
008			140613s2013 xx 000 0 und d
060			_a330.954
100			_aSINGH, VIPUL KUMAR
245		2	_aA Kaleidoscopic study of pricing performance of stochastic volatility option pricing models _bEvidence from recent Indian economic turbulence
260			_c2013
300			_a61-80
520			_aThis research paper empirically investigates the forecasting performance of Hull-White, Heston's and heston-Nandi Garch stochastic volatility option pricing models and compares them with the benchmark Black-Scholes model for pricing S&P CNX Nifty50 indx options of India. It also attempts to find out the relative performance of models with the market price. The Heston model was found to outperform and surpass other models.
653			_aINDIAN ECONOMIC
700			_aPACHOTI, PUSHKAR
773			_oP14938 _nM _930730 _011191 _tVIKALPA
942			_2ddc _cARTCL
999			_c11926 _d11926