2321-5763 (Online)
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Author(s): Amit Garg


DOI: 10.5958/2321-5763.2019.00047.7   

Address: Amit Garg*
Indian Statistical Institute, New Delhi – 110016
*Corresponding Author

Published In:   Volume - 10,      Issue - 4,     Year - 2019

Options trading volume is increasing by the day and Black Scholes model is most widely used for options pricing. As a step towards checking efficiency of Black Scholes model in Indian market, this paper attempted to apply this model to calculate theoretical price of Nifty 50 call options and found that there is statistically significant difference between theoretical prices calculated and market prices of Nifty 50 call options.

Cite this article:
Amit Garg. Applicability of Black Scholes model on Nifty 50 call options. Asian Journal of Management. 2019; 10(4):319-320. doi: 10.5958/2321-5763.2019.00047.7

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Asian Journal of Management (AJM) is an international, peer-reviewed journal, devoted to managerial sciences. The aim of AJM is to publish the relevant to applied management theory and practice...... Read more >>>

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DOI: 10.5958/2321-5763 

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