D-TIFIS: a decision support system for options trading
نویسندگان
چکیده
Abstrac t Some analysts have claimed that the volatilityof an asset is caused solely by the random arrival of new information about the future returns from the asset. Others have claimed that volatility is mainly caused by trading. In any case it is a common belief that volatility is of great importance in nance and it is the factor that plays the most important role in determining option prices. T his paper discusses the development of a decision support system (D-T IFIS) for options trading based on volatility forecasting. In order to evaluate the system, data were used from the Greek FTSE/ASE 20 stock index as well as at the money call and put prices on the specic index.
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عنوان ژورنال:
- Inf. Manag. Comput. Security
دوره 12 شماره
صفحات -
تاریخ انتشار 2004