Two approaches for evaluation of option prices under illiquidity
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Date
2022
Authors
Pauk, Victoria
Petrenko, Oksana
Shchestyuk, Nataliia
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Abstract
Abstracts of the report of the participants of the XХXVII International Conference "Problems of decision making under uncertainties" (PDMU-2022), November 23-25, 2022, Sheki-Lankaran, Republic of Azerbaijan.
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Keywords
trinomial tree model, the illiquidity, stagnation in financial processes, Monte Carlo method, absolute relative percentage, conference materials
Citation
Pauk V. Two approaches for evaluation of option prices under illiquidity / V. Pauk, O. Petrenko, N. Shchestyuk // XХXVII International Conference "Problems of decision making under uncertainties" (PDMU-2022), November 23-25, 2022, Sheki-Lankaran, Republic of Azerbaijan : abstracts / Taras Shevchenko National University of Kyiv [et al.]. - Кyiv, 2022. - P. 93-94.