Option Pricing Approach and Its Application Based on Abel Equation

DOI

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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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  - 10.2991/assehr.k.200328.020
ID  - Ying2020
ER  -