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Technology Stocks : DELL Bear Thread -- Ignore unavailable to you. Want to Upgrade?

To: lin luo who wrote (252)3/20/1998 12:50:00 PM
From: jjs_ynot  Read Replies (1) | Respond to of 2578
 
Are you saying Black-Scholes has a nonlinear bias whereas human behavior is more Gaussian? I don't think I'm quite following here.
Could you expand?



To: lin luo who wrote (252)3/27/1998 3:06:00 AM
From: allen menglin chen  Read Replies (1) | Respond to of 2578
 
*OT: option model* Hi Lin, Merton did add in the jumps and math, that's why they won Nobel Prize. Do you know what kind of models the large firm are using in pricing the option instead of the trivial Balck-Scholes model? How do they calculate the price, Monte-Carlo simulation or some other hot tools? How do you add in the human factor or stock market behavior to correct the model? Thanks for any comments. Allen


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