发明名称 |
METHOD AND SYSTEM FOR PRICING OPTIONS |
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. |
申请公布号 |
WO0180131(A1) |
申请公布日期 |
2001.10.25 |
申请号 |
WO2001US12264 |
申请日期 |
2001.04.13 |
申请人 |
SUPERDERIVATIVES, INC.;GERSHON, DAVID;DAGAN, ORIK;LEVY, YUVAL |
发明人 |
GERSHON, DAVID;DAGAN, ORIK;LEVY, YUVAL |
分类号 |
G06F;G06Q30/08;G06Q40/00;G12B9/06;H05K9/00 |
主分类号 |
G06F |
代理机构 |
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代理人 |
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主权项 |
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地址 |
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