Option Pricing Approach and Its Application Based on Abel Equation
- https://doi.org/10.2991/assehr.k.200328.020How to use a DOI?
- financial derivatives, price, volatility, differential equation
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.
- © 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 -