A simple options training model

A simple options training model

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Article ID: iaor20012175
Country: Netherlands
Volume: 30
Issue: 5/6
Start Page Number: 167
End Page Number: 182
Publication Date: May 1999
Journal: Mathematical and Computer Modelling
Authors:
Keywords: option trading
Abstract:

Options pricing can be based on sophisticated stochastic differential equation models. However, many traders, expert in their art of trading, develop their skills and intuitions based on loose analogies to such models and on games designed to tune their trading skills, not unlike the state of affairs in many disciplines. An analysis of one such game reveals some simple but relevant probabilistic insights into the nature of options trading often not discussed in most texts.

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