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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Autor principal: Vladimir A. Galanov
Formato: article
Lenguaje:RU
Publicado: Plekhanov Russian University of Economics 2017
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Acceso en línea:https://doaj.org/article/5e85fd30978a454b99c4cb21f18447b1
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