BALANCED MODEL OF EXCHANGE OPTION PRICE
The article suggests a new approach to finding a theoretical price (value) of exchange option. In contrast to Black-Shows and binominal models the balanced model is deduced from balanced interests of both parties of economic relation. For short-term time periods it turns into a volatile model, which...
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Plekhanov Russian University of Economics
2017
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| Acceso en línea: | https://doaj.org/article/5e85fd30978a454b99c4cb21f18447b1 |
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oai:doaj.org-article:5e85fd30978a454b99c4cb21f18447b12021-11-15T05:20:42ZBALANCED MODEL OF EXCHANGE OPTION PRICE2413-28292587-925110.21686/2413-2829-2016-4-46-55https://doaj.org/article/5e85fd30978a454b99c4cb21f18447b12017-09-01T00:00:00Zhttps://vest.rea.ru/jour/article/view/179https://doaj.org/toc/2413-2829https://doaj.org/toc/2587-9251The article suggests a new approach to finding a theoretical price (value) of exchange option. In contrast to Black-Shows and binominal models the balanced model is deduced from balanced interests of both parties of economic relation. For short-term time periods it turns into a volatile model, which represents the most simple form of the option value model. Simplification of the model has a practical aspect for trade robots, whose speed of work depends not only on algorithms fixed in them but also on models of pricing.Vladimir A. GalanovPlekhanov Russian University of Economicsarticleexchange optionoption premiumtheoretical option pricemodel of price (value) of optionstandard deviation of share priceblack-shows modelbinominal modelEconomics as a scienceHB71-74RUВестник Российского экономического университета имени Г. В. Плеханова, Vol 0, Iss 4, Pp 46-55 (2017) |
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DOAJ |
| collection |
DOAJ |
| language |
RU |
| topic |
exchange option option premium theoretical option price model of price (value) of option standard deviation of share price black-shows model binominal model Economics as a science HB71-74 |
| spellingShingle |
exchange option option premium theoretical option price model of price (value) of option standard deviation of share price black-shows model binominal model Economics as a science HB71-74 Vladimir A. Galanov BALANCED MODEL OF EXCHANGE OPTION PRICE |
| description |
The article suggests a new approach to finding a theoretical price (value) of exchange option. In contrast to Black-Shows and binominal models the balanced model is deduced from balanced interests of both parties of economic relation. For short-term time periods it turns into a volatile model, which represents the most simple form of the option value model. Simplification of the model has a practical aspect for trade robots, whose speed of work depends not only on algorithms fixed in them but also on models of pricing. |
| format |
article |
| author |
Vladimir A. Galanov |
| author_facet |
Vladimir A. Galanov |
| author_sort |
Vladimir A. Galanov |
| title |
BALANCED MODEL OF EXCHANGE OPTION PRICE |
| title_short |
BALANCED MODEL OF EXCHANGE OPTION PRICE |
| title_full |
BALANCED MODEL OF EXCHANGE OPTION PRICE |
| title_fullStr |
BALANCED MODEL OF EXCHANGE OPTION PRICE |
| title_full_unstemmed |
BALANCED MODEL OF EXCHANGE OPTION PRICE |
| title_sort |
balanced model of exchange option price |
| publisher |
Plekhanov Russian University of Economics |
| publishDate |
2017 |
| url |
https://doaj.org/article/5e85fd30978a454b99c4cb21f18447b1 |
| work_keys_str_mv |
AT vladimiragalanov balancedmodelofexchangeoptionprice |
| _version_ |
1718428749217660928 |