Comparing forecast performances among volatility estimation methods in the pricing of european type currency options of USD-TL and Euro-TL
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More about this item
KeywordsOption Pricing; European Type Vanilla Options; Historical Volatility; Volatility Estimation Models; Forecast Comparison;
- G19 - Financial Economics - - General Financial Markets - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-11-07 (All new papers)
- NEP-FOR-2011-11-07 (Forecasting)
- NEP-ORE-2011-11-07 (Operations Research)
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