4 results for “Currency Options”

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Research ArticleOpen accessPhrase in the titleOn the Valuation of Currency Options in Stressed MarketsAbdulnasser Hatemi-J, Youssef El-KhatibThe current article handles the valuation of currency options in the market that is suffering from a financial crisis. The standard formulas for this purpose do not perform accurately. European foreign currency exchange options for both the call and the put versions are dealt with. It is assumed that the value of the underlying asset is a stochastic process that … …Journal of Mathematics and Statistics, Vol. 17, Issue 1 · 24 Dec 2021 · 6,499 accessesView PDF Cite

Research ArticleOpen accessIn the keywordsSuitability of Volatility Models for Forecasting Stock Market Returns: A Study on the Indian National Stock ExchangeTrilochan Tripathy, Luis A. Gil-AlanaProblem statement: Measuring volatility is an important issue for stock market traders. Also, volatility has been used as a proxy for riskiness associated with the asset. This study aims to compare the different volatility models based on how well they model the volatility of the India NSE. Approach: The study has made use of five models which are Historical/Rolling Window … …American Journal of Applied Sciences, Vol. 7, Issue 11 · 8 Nov 2010 · 7,851 accessesView PDF Cite

Research ArticleOpen accessIn the abstractComparative Study of Garuda Indonesia Stock Price Prediction Using SVM, LSTM and Multiple Linear RegressionMuhammad Naufal Luthfi, Evaristus Didik MadyatmadjaStock shares are one of the investment products or tools that have been used by many people. Shares have interesting options for saving or investment and are able to provide attractive returns based on corporate or company growth. Many factors can affect the share prices, whether internal or external companies. This research was conducted on Garuda Indonesia's stock price with … …Journal of Computer Science, Vol. 21, Issue 4 · 25 Mar 2025 · 5,032 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordSecure Symmetric Block Cipher Design for Encrypting the Bitcoin Wallets in Cryptocurrencies ApplicationsOmar A. Dawood, Othman I. Hammadi, Falath M. MohammedThis paper proposes a new symmetric secret-key cipher for construction of block cipher model. This new approach is considered as a smart step that can be applied to the long process research of modern designing methods used in developing earlier symmetric algorithms. The present cipher can encrypt block lengths of 128-bit by employing Substitution-Permutation Network (SPN) structure. The present cipher … …Journal of Computer Science, Vol. 15, Issue 5 · 1 Jun 2019 · 8,412 accessesView PDF Cite