Volatility prediction model for Option Pricing: A soft computing approach

Vijayalaxmi, . and Adiga, Chandrashekara S and Joshi, H G and Harish, S V (2015) Volatility prediction model for Option Pricing: A soft computing approach. International Journal of Soft Computing, 10 (6). pp. 391-399. ISSN 1816-9503

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Abstract

Volatility is an important factor in the world of Financial Derivatives. Prediction of market volatility is very important for accurate valuation of stocks. This is required to calculate expected market return. Prediction of volatility is very much c

Item Type: Article
Uncontrolled Keywords: prediction, volatility Model, option pricing, artificial neural networks
Subjects: Engineering > MIT Manipal > Computer Science and Engineering
Departments at MU > Commerce
Engineering > MIT Manipal > Electrical and Electronics
Depositing User: MIT Library
Date Deposited: 04 May 2016 10:22
Last Modified: 04 May 2016 10:22
URI: http://eprints.manipal.edu/id/eprint/145967

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