id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ajfa-4830	Bi, Zohra; Yousuf, Abdullah; Dash, Mihir	A Study on Options Pricing Using GARCH and Black-Scholes-Merton Model	2014	17	.pdf	application/pdf	5262	277	58	The present study applies the GARCH (1, 1) model to estimate the volatility, and applies this estimated volatility to calculate option prices with the help of Black-Scholes-Merton model. Keywords: GARCH model, Black-Scholes-Merton model, Option prices, Volatility Asian Journal of Finance & Accounting ISSN 1946-052X 2014, Vol. 6, No. 1 www.macrothink.org/ajfa 425 1.	cache/ajfa-4830.pdf	txt/ajfa-4830.txt