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I. Tewari

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Open access Sep 2026

Beyond Black-Scholes: Evidence of Systematic Mispricing in the Indian Options Market and the Case for a Behavioral Pricing Model

This study examines whether Black-Scholes option prices deviate systematically from observed market prices in the Indian equity derivatives market, and whether the pattern of deviation supports a behavioral interpretation. Black-Scholes theoretical prices were computed for 69,372 call-option observations across 47 Nift...

I. Tewari, L. K. Singh · 0 citations

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