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Univariate GARCH Model for Futures Option Pricing: Application to Silver Mini Futures in Indian Commodity Market.

S. SapnaBiju R. Mohan
Published in: COMPLEXIS (2024)
Keyphrases
  • option pricing
  • financial markets
  • spot market
  • black scholes
  • stock price
  • stock market
  • garch model
  • chinese stock market
  • decision making
  • decision analysis
  • stock exchange
  • real option
  • multivariate time series