Title of article :
A simple options training model
Author/Authors :
Ingber، نويسنده , , L.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Pages :
16
From page :
167
To page :
182
Abstract :
Options pricing can be based on sophisticated stochastic differential equation models. However, many traders, expert in their art of trading, develop their skills and intuitions based on loose analogies to such models and on games designed to tune their trading skills, not unlike the state of affairs in many disciplines. An analysis of one such game reveals some simple but relevant probabilistic insights into the nature of options trading often not discussed in most texts.
Keywords :
OPTIONS , Volatility , optimization
Journal title :
Mathematical and Computer Modelling
Serial Year :
1999
Journal title :
Mathematical and Computer Modelling
Record number :
1591549
Link To Document :
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