Model building of risk-trend estimation of option cost

  • В. В. Давнис Voronezh State University
  • С. Ю. Богданова Voronezh State University
Keywords: option, risk-neutral estimation, risk-trend estimation, econometric model

Abstract

 In this article is introduced the intension “risk-trend” estimation of option cost. Special econometric model is worked out for calculat­ing rick-trend estimations. This model indicates discrete-continuous mechanism of evolution of basic assets cost. Calculative experiment affirmed possibility of use of equal estimations as an instrument for motivation of investment decision.

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Published
2015-04-05
How to Cite
Давнис, В. В., & Богданова, С. Ю. (2015). Model building of risk-trend estimation of option cost. Modern Economics: Problems and Solutions, 1, 119-129. Retrieved from https://journals.vsu.ru/meps/article/view/4157
Section
Статьи