| 摘要 |
A method for providing a bid price and/or an offer price of an option relating to an underlying asset, the method including the steps of receiving first input data corresponding to a plurality of parameters defining the option, receiving second input data corresponding to a plurality of current market conditions relating to the underlying value, computing a corrected theoretical value of the option based on the first and second input data ( 110 ), computing a bid/offer spread of the option based on the first and input data ( 116 ), computing a bid price and/or an offer price of the option based on the corrected theoretical value and the bid/offer spread ( 118 ), and providing an output corresponding to the bid price and/or the offer price of the option.
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