BALANCED MODEL OF EXCHANGE OPTION PRICE
The article suggests a new approach to finding a theoretical price (value) of exchange option. In contrast to Black-Shows and binominal models the balanced model is deduced from balanced interests of both parties of economic relation. For short-term time periods it turns into a volatile model, which...
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| Format: | Article |
| Language: | Russian |
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Plekhanov Russian University of Economics
2017-09-01
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| Series: | Вестник Российского экономического университета имени Г. В. Плеханова |
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| Online Access: | https://vest.rea.ru/jour/article/view/179 |