还是闭眼瞎买
这里有人玩期权先用二叉树,蒙卡,BS公式,跳跃扩散过程等预估收益吗?
版主: 牛河梁
#3 Re: 这里有人玩期权先用二叉树,蒙卡,BS公式,跳跃扩散过程等预估收益吗?
I don't know what they are. Do you have English versions of those terms ?
#5 Re: 这里有人玩期权先用二叉树,蒙卡,BS公式,跳跃扩散过程等预估收益吗?
gooder 写了: 2025年 10月 12日 20:30I don't know what they are. Do you have English versions of those terms ?
Blindly buying or selling at market price
#6 Re: 这里有人玩期权先用二叉树,蒙卡,BS公式,跳跃扩散过程等预估收益吗?
gooder 写了: 2025年 10月 12日 20:30I don't know what they are. Do you have English versions of those terms ?
Binonimal tree,Monte carlo value,Black-Scholes Model,jump diffusion process
#8 Re: 这里有人玩期权先用二叉树,蒙卡,BS公式,跳跃扩散过程等预估收益吗?
I always set up a middle price between ask and bid price. It is fairly successful
when I try to evaluate the future value of option. I use the curve provided by a brokage platform.
It is very hard to predict the value with changing implied volatility. But, I use a linear relation to predict the future value. Obviously it is not lineage relation, but roughly the similar.