Option Pricing under Generic Market Conditions

2020 ◽  
Author(s):  
Roman Paolucci
Keyword(s):  
Option Pricing ◽  
Market Conditions ◽  
Generic Market

Bonnie and Clyde Revisited: A Conceptual Model of the Behavior of the Instigators of the GameStop Short Squeeze of 2021

2021 ◽  
Vol 9 (2) ◽  
pp. 243-256
Author(s):  
Greg Samsa
Keyword(s):  
Social Media ◽  
Option Pricing ◽  
Conceptual Model ◽  
Stock Prices ◽  
Conceptual Models ◽  
Cognitive Biases ◽  
Efficient Market Hypothesis ◽  
Market Conditions ◽  
Special Case

The efficient market hypothesis assumes that investors act independently, but social-media-enabled behavior among amateur investors demonstrably violates this assumption.  This was dramatically illustrated by a recent short squeeze in the shares of GameStop.  By analogy with conceptual models in the behavioral sciences, we outline a conceptual model attempting to explain the behavior of the participants, and explore some of the implications of this conceptual model for investors.  This case study illustrates a systematic inefficiency in option pricing which only become apparent when extreme market conditions are encountered.  Although the cognitive biases of amateur investors are of little importance for understanding stock prices, this is a special case where their cognitive biases do matter.

Terms of rendered façade restoration in case of Hungarian market conditions

2014 ◽  
Vol 42 (1-2) ◽  
pp. 43-56
Author(s):  
István Vidovszky ◽  
Katalin Bukta ◽  
Péter Simon
Keyword(s):  
Market Conditions

The choice of optimum cross section for overhead line by economic intervals' method

2011 ◽  
Vol 28 (1) ◽  
pp. 37-42 ◽  
Author(s):  
Svetlana Guseva ◽  
Lubov Petrichenko
Keyword(s):  
Cross Section ◽  
Current Density ◽  
Uncertain Information ◽  
Overhead Line ◽  
Market Conditions ◽  
Overhead Lines ◽  
Mathcad Software

The choice of optimum cross section for overhead line by economic intervals' methodIn this paper an approach to choosing the optimum cross section for overhead line in conditions of incomplete and uncertain information is considered. The two methods of such choice are presented: method of economic current density and economic intervals' method. The correction of the economic intervals method is offered under market conditions of costs. As example 20 kV and 110 kV overhead lines with aluminum, copper and ferroaluminum wires are selected. Universal nomograms with different standard cross section are calculated and constructed. The graphics using Mathcad software are offered.

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