Prediction of stock option prices using volatility (GARCH (1, 1)) adjusted black scholes option pricing model
GP Kumar, S Saravanan - 2013 - gnanaganga.inflibnet.ac.in
This paper attempts to predict the option prices for the future date using the adjusted
volatility to the traditional Black-Scholes option pricing model using GARCH (1, 1) in pricing …
volatility to the traditional Black-Scholes option pricing model using GARCH (1, 1) in pricing …