Options and options pricing models

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Author(s)
Mostafa, F
Dillon, T
Chang, E
Griffith University Author(s)
Chang, Elizabeth
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Date
2017
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Abstract

An option is a contract between two parties, the buyer and seller. The buyer purchases from the seller the right but not the obligation to buy or sell an asset at a fixed price in a given time frame. The buyer has to pay the seller a fee (premium) for the purchase of the option.

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Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk

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1st

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697

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10.1007/978-3-319-51668-4_3
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Subject

Control engineering, mechatronics and robotics

Artificial intelligence

Machine learning

Persistent link to this record
http://hdl.handle.net/10072/423822
Citation

Mostafa, F; Dillon, T; Chang, E, Options and options pricing models, Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk, 2017, 697, pp. 31-49

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