Emotional speculative behavior in the option market
نویسندگان
چکیده
منابع مشابه
Optimal Behavior of an Investor in Option Market
The paper deals with the problem of optimal behavior of an investor in the option market with own opinion on market properties. We tell the difference between investor's and market probability distribution functions of future prices of underlier. In this case, the investor might gain in the average income. If the investor, however, is guided by the presently popular Value-at-Risk criterion in t...
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ژورنال
عنوان ژورنال: International Journal of Advanced Computer Research
سال: 2016
ISSN: 2277-7970
DOI: 10.19101/ijacr.2016.622012