Implied volatility of options price based on black-scholes model using numerical method / Nor Azni Shahari ... [et al.]

Price volatility is one of the most crucial factors for option pricing. The reason for the circumstances is because the option price is effortlessly affected by volatility changes. However, ideal market volatility forecasting is challenging, and despite the availabiIity of numerous models and method...

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Bibliographic Details

Main Authors:	Shahari, Nor Azni, A. Rahim, Nur Eliya Natasha, Ahmad, Aqilah, Suedan, Nur Aainaa Nadirah
Format:	Monograph
Language:	en
Published:	UiTM Cawangan Negeri Sembilan Kampus Seremban 2022
Subjects:	AP Periodicals PN Literature (General)
Online Access:	https://ir.uitm.edu.my/id/eprint/68891/1/68891.pdf https://ir.uitm.edu.my/id/eprint/68891/
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