Compound options are second order derivatives which give their holders the right for exercising over other derivatives. They are options on options. Compound options have many financial applications. Pricing methods for ...
Black-Scholes (BS) model is a well-known model for pricing options. Option is a derivative
financial instrument which gives its owner the right of buying the underlying asset at a pre
specified date for a pre specified ...
Hasanabadi, Hamed Shafiee; Khan, Saqib; Mayorga, Rene V.(2014-05-15)
Considering the strong linkages between commodity and equity markets during the few past years, the motivation of the study in this Chapter is to forecast the crude oil future prices return volatilities of based on the ...