Vijayalaxmi, . and Lal, Akshat and Adiga, Chandrashekara S and Joshi, H G (2015) Option Pricing Using Chaos Theory: A Simulation Environment. In: 4th International Conference on Emerging Trends in Finance & Accounting, August 21-22, 2015.

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Abstract

This paper talks about implications of Chaos Theory in the field of Financial Mathematics. It is an enhancement in the current pricing theories to account for factors previously ignored in the practical studies. The paper concentrates more on discussing the algorithms developed. Focus is also given on simulation studies and testing using MATLAB simulation environment for various data groups. These algorithms can be can be incorporated in designing exclusive trading instruments with high efficiency and better performance, adhering to accurate price and market behaviour simulations. A detailed analysis of each method of calculation is also referred to. Conclusively, it has the potential to revolutionize the current market study scenarios and offers an empowering means to the investors

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