Browsing All of EconStor by Author Nandi, Saikat
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
1995 | Asymmetric information about volatility and option markets | Nandi, Saikat |
1996 | Pricing and hedging index options under stochastic volatility: an empirical examination | Nandi, Saikat |
1997 | A closed-form GARCH option pricing model | Heston, Steven L.; Nandi, Saikat |
1998 | Preference-free option pricing with path-dependent volatility: A closed-form approach | Heston, Steven L.; Nandi, Saikat |
1999 | A discrete-time two-factor model for pricing bonds and interest rate derivatives under random volatility | Heston, Steven L.; Nandi, Saikat |
2000 | Derivatives on volatility: some simple solutions based on observables | Heston, Steven L.; Nandi, Saikat |