Abstract
In the article is proposed the algorithm of modeling the dynamics of asset prices by Markov process with continuous time and countable set of states and numerical option pricing.
Highlights
Markov model of option pricing In the article is proposed the algorithm of modeling the dynamics of asset prices by Markov process
Numerical Models of Systems Specified by Markovian Processes
SUMMARYE. Valakevicius. Markov model of option pricing In the article is proposed the algorithm of modeling the dynamics of asset prices by Markov process with continuous time and countable set of states and numerical option pricing. Keywords: assets dynamics, mixture of exponential distributions, Markov model of asset prices, numerical option pricing
Summary
Ikainojant išvestinius vertybinius popierius, pvz. akciju pirkimo ar pardavimo pasirinkimo sandorius, reikia tureti pakankamai gera bazinio aktyvo (akcijos) vertes dinamikos matematini modeli. Paprastai reikia žinoti finansinio aktyvo kainu skirstini pasirinkimo sandorio pabaigoje, t.y. galimas jo kainas ir atitinkamas ju tikimybes. Pvz., išvedant žymiaja Black ir Scholes pasirinkimo sandoriu ikainojimo formule [1], buvo tariama, kad akciju kainos kinta pagal geometrini Brauno judesio procesa. Akciju kainu gražu logaritmai pasiskirste pagal normaluji desni. Su šia prielaida akciju kainos išreiškiamos per Gauso skirstini ir lengvai skaiciuojamos, nes gaunamos analizines raiškos. Empiriniai tyrimai rodo, kad pastaraisiais metais tik dalies akciju gražos pasiskirste pagal lognormaluji desni. Tokiu modeliu pagrindinis trukumas yra tas, kad gaunamos sudetingos skirstiniu analizines raiškos ir gauti diferencialines lygtis, kurias išsprendus gaunamos pasirinkimo sandoriu kainos, dažniausiai nepavyksta. Šiame straipsnyje pateiktas pasirinkimo sandoriu ikainojimo algoritmas tariant, kad bazinio aktyvo kainos kinta pagal Markovo procesa su tolydžiuoju laiku ir baigtine busenu aibe
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.