#1 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？
发表于 ： 2025年 10月 12日 19:15
还是闭眼瞎买
还是闭眼瞎买
理论在市场里都没用，会亏得你裤子都没有的
I don't know what they are. Do you have English versions of those terms ?
完全不用，就是看成交行情跟著下單，如果沒有別人成交，就謹慎下單在ask-bid區間內部。
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
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
看greek
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.