Study on the Stability of an Artificial Stock Option Market Based on Bidirectional Conduction

Although stock option markets have grown dramatically over the past several decades, the relation between an option and its underlying asset, especially bidirectional conduction, is not particularly clear. So far, there have been many debates about this topic. We try to investigate this problem from...

Full description

Bibliographic Details
Main Authors: Gui-Ping Sun, Hai-Jun Yang
Format: Article
Language:English
Published: MDPI AG 2013-02-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/15/2/700