Output list
Conference paper
Building business resilience in the era of COVID-19 on micro, small and medium businesses
Date presented 01/12/2021
34th Annual Australian & New Zealand Academy of Management Conference - Bouncing Back: Innovative Management in Turbulent Times, 01/12/2022–02/12/2022, Virtual
Conference paper
The Major Currency Options Pricing: A Survey of the Theoretical Literature
Date presented 02/12/2016
ECU Business Doctoral and Emerging Scholars Colloquium 2016, 02/12/2016–02/12/2016, Joondalup, WA
This study examines the possibility of using widely known implied volatility (IV), realized volatility (RV) and GARCH volatility (GV) as input for Merton (1973) version Black-Scholes (1973) (M-BS) options pricing model. Since the construction method, information obtaining procedure, information containing characteristic and prediction capability of IV, RV, GV are distinct, the purpose of this study is to analyse which volatility information content is appropriate for pricing currency options correctly and which one incorporate relevant market information for the accurate currency options price forecast. The accuracy of options price is crucial for managing financial risk, speculative purposes and preventing the abnormal arbitrage profit.