Proceedings of the International Conference on Arts, Humanity and Economics, Management (ICAHEM 2019)

Option Pricing Approach and Its Application Based on Abel Equation

Authors
Yirong Ying, Jiaqi Guo
Corresponding Author
Jiaqi Guo
Available Online 1 April 2020.
DOI
https://doi.org/10.2991/assehr.k.200328.020How to use a DOI?
Keywords
financial derivatives, price, volatility, differential equation
Abstract

Financial derivative is one kind of financial instrument with high leverage ratio, high risk and high returns. Therefore, in it important to help investors to adopt appropriate risk control measures to judge the trend of the price change of financial derivatives. The trend of financial derivatives prices has been analyzed by solving the responding Abel equation. At last, we illustrate the scheme by testing several ETFs in the market for the system.

Copyright
© 2020, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the International Conference on Arts, Humanity and Economics, Management (ICAHEM 2019)
Series
Advances in Social Science, Education and Humanities Research
Publication Date
1 April 2020
ISBN
978-94-6252-945-8
ISSN
2352-5398
DOI
https://doi.org/10.2991/assehr.k.200328.020How to use a DOI?
Copyright
© 2020, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Yirong Ying
AU  - Jiaqi Guo
PY  - 2020
DA  - 2020/04/01
TI  - Option Pricing Approach and Its Application Based on Abel Equation
BT  - Proceedings of the International Conference on Arts, Humanity and Economics, Management (ICAHEM 2019)
PB  - Atlantis Press
SP  - 96
EP  - 100
SN  - 2352-5398
UR  - https://doi.org/10.2991/assehr.k.200328.020
DO  - https://doi.org/10.2991/assehr.k.200328.020
ID  - Ying2020
ER  -