Adaptive model-building of (B,S)-market
Keywords:
econometrical model of (B, S)-market, adaptive modelbuilding, risk-neutral price of the option, risk-trend price of the option
Abstract
Basic ideas and stages of adaptive model-building of (B,S)-market are described. Adaptive model unlike the Cox-Ross-Rubinstein and its economical variant at the same time reflects the nature of price evolution of basic asset and mechanism of trade of options on exchange.Downloads
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Published
2015-04-22
How to Cite
Давнис, В. В., & Федосеев, А. М. (2015). Adaptive model-building of (B,S)-market. Modern Economics: Problems and Solutions, 6, 202-213. Retrieved from https://journals.vsu.ru/meps/article/view/7558
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