| 摘要 |
Disclosed herein are systems and methods for dynamic order management. A user can specify at an order originator system an underlyer price, a pricing model, and, in accordance with the pricing model, a desired derivative price and/or desired implied volatility in the form of one or more threshold conditions at which the user desires a trade to be executed. An order executor system receives the dynamic order and a data feed having a data feed underlyer price, and, if in accordance with the pricing model, the threshold condition(s) are satisfied at the data feed underlyer price, the dynamic order is identified as being executable.
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