Purpose The purpose of this study is to analyse and compile the literature on various option
pricing models (OPM) or methodologies. The report highlights the gaps in the existing …

There are many asset prices which are interlinked and have a bearing on the stock market
index. Studies have shown that the interrelationship among these asset prices vary and are …

Discrepancies between theoretical option pricing models and actual market prices create
arbitrage opportunities in financial markets. Despite being widely used in option pricing, the …

Научная статья посвящена прогнозированию котировок акций ПАО «НК «Лу-койл» на
основе волатильности доходности, актуальность заключается в определении перспек …

The purpose of this study is a new understanding behaviour and net cash flow forecasting.
The data of this research contains the daily trial balance for one year, which has been …

†***** Since the liquidity situation is the basis for many people to judge the position of the
economic unit, this issue has been considered by stakeholders including creditors and …

The volatility of an asset is a key component to pricing options. Stochastic volatility models
were developed out of a need to modify the Black Scholes model for pricing options, which …

В научной статье определена волатильность котировок обыкновенных акций ПАО
«Сбербанк» в условиях глобальных экономических кризисов для прогнозирования …

This study examines hedge strategies through derivative instruments in an emerging market,
with evidence from Thailand during the period 2011 to 2018. Focusing on a series of futures …

This study aims to determine the best model between standard deviation volatility and
GARCH volatility for SET50 index options volatility trading strategies using delta-hedging for …