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FUNDAMENTALS OF FUTURES AND OPTIONS MARKETS. Properties of stock options." 227 11. Trading strategies involving options 249. 17.9 Rho 7. 373.

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This research paper examines one-day-ahead out-of-sample performance of the volatility smirk-based options pricing models, namely, Ad-Hoc-Black–Scholes (AHBS.

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LoC tensions, pharma weakness drag Sensex, Nifty down by

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