Abstract
An option is a contract between two parties, the buyer and seller. The buyer purchases from the seller the right but not the obligation to buy or sell an asset at a fixed price in a given time frame. The buyer has to pay the seller a fee (premium) for the purchase of the option.
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Mostafa, F., Dillon, T., Chang, E. (2017). Options and Options Pricing Models. In: Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk. Studies in Computational Intelligence, vol 697. Springer, Cham. https://doi.org/10.1007/978-3-319-51668-4_3
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DOI: https://doi.org/10.1007/978-3-319-51668-4_3
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