Author Details

Fadda, Sadi, International University of Sarajevo, Faculty of Business and Administration, Bosnia and Herzegovina

  • March 2015 - Articles
    Characteristics Of Implied Volatility In The S&P100 Options With European-Style Exercise
    Abstract  PDF
  • March 2016 - Articles
    Volatility Estimation Through Historical Prices of Indexes
    Abstract  PDF
  • March 2017 - Articles
    Forecasting Conditional Variance of S&P100 Returns Using Feedforward and Recurrent Neural Networks
    Abstract  PDF
  • March 2018 - Articles
    Optimal Combination of Three Volatilities for Better Black-Scholes Option Pricing
    Abstract  PDF