Open AccessOptimal Combination of Three Volatilities for Better Black-Scholes Option Pricing
Author(s) -
Sadi Fadda
Publication year - 2018
Publication title -
southeast europe journal of soft computing
Language(s) - English
Resource type - Journals
ISSN - 2233-1859
DOI - 10.21533/scjournal.v7i1.151
Subject(s) - black–scholes model , volatility (finance) , implied volatility , volatility smile , economics , econometrics , valuation of options , autoregressive conditional heteroskedasticity , forward volatility , stochastic volatility , strike price , financial economics
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