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[amibroker] Options Pricing and Probability.


  • Date: Sun, 17 Jan 2010 08:47:16 -0000
  • From: "rr879rr" <rr879rr@xxxxxxxxx>
  • Subject: [amibroker] Options Pricing and Probability.

PureBytes Links

Trading Reference Links

Has anyone tried to do a Monte Carlo on the Probability value of the Underlying Stock at Option expiration (using Amibroker, of course)?
Also, has any work being done in the area of Option Pricing and trading Options using Evolutionary Algorithms supported by Amibroker(CMAE or Particle-Swarm)?

Maybe a little discussion on the above would be interesting.

rr




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