Pricing of foreign currency options in the Serbian market
The main idea of this paper is to find the most suitable approach to the valuation of foreign currency options in the Serbian financial market. Volatility analysis included the application of the GARCH model which resulted in the marginal volatility measure, which was used in the pricing of basic fo...
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| Format: | Article |
| Language: | English |
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Faculty of Economics, Belgrade
2009-01-01
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| Series: | Ekonomski Anali |
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| Online Access: | http://www.doiserbia.nb.rs/img/doi/0013-3264/2009/0013-32640980091J.pdf |