| 摘要 |
<P>PROBLEM TO BE SOLVED: To provide a method and a system for calculating option prices and for providing automatic trading capabilities via a global computer network. <P>SOLUTION: The method includes the steps of receiving first input data corresponding to a plurality of parameters defining an option, receiving second input data corresponding to a plurality of current market conditions relating to the underlying value, computing a corrected theoretical value (CTV) of the option based on the first and second input data, computing a bid/offer spread of the option based on the first and second input data, computing a bid price and/or an offer price of the option based on the CTV and the bid/offer spread, and providing an output corresponding to the bid price and/or the offer price of the option. <P>COPYRIGHT: (C)2012,JPO&INPIT |
