Variance-optimal hedging in discrete time
Mathematics of Operations Research
International Journal of Electronic Finance
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International Journal of Electronic Finance
Asian rupee for a common electronic financial market of India and the ASEAN region
International Journal of Electronic Finance
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International Journal of Electronic Finance
The relationship between market sentiment and equity premium: an artificial neural network analysis
International Journal of Electronic Finance
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International Journal of Electronic Finance
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This paper specifies and estimates an option price model using non-linear, Seemingly Unrelated Regression (SUR) technique that allows for the incorporation of cross equation correlations and other generalisations. Our results do suggest that this generalisation improves the efficiency of the parameter estimates. The short duration options in the Indian financial market managed online through a mobile agent and distributed network management system can also work as a complementary technique in empirical work and parameter estimation in financial markets.