Modeling volatility in foreign currency option pricing (2009)
Hoque, Ariful, Chan, Felix, Manzur, Mehur
[Abstract]: This paper presents a general optimization framework to forecast put and call option prices by exploiting the volatility of the options prices. The approach is flexible in that different...
Modeling volatility in foreign currency option pricing (2009)
Hoque, Ariful, Chan, Felix, Manzur, Mehur
[Abstract]: This paper presents a general optimization framework to forecast put and call option prices by exploiting the volatility of the options prices. The approach is flexible in that different...