Option valuation method and apparatus
OwnerGurupdesh S. Pandherinventor
Life of this patent
Estimating the term…
Abstract
Empirical data for a given option is processed using regression modeling to provide one or more option valuation models for the option. That model (or models) is then used to value the option with respect to future worth. When multiple different models are provided, resultant data can be developed from each model. That resultant data is then compared against historical data for the option to identify a particular one of the models that appears most accurate. That most-accurate model is then used to value the option with respect to future worth.
Claims23
A method for valuing options comprising:
- selecting an option;
- providing empirical data that corresponds to the option;
- processing the empirical data using regression modeling to provide an option valuation model for the option;
- using the option valuation model to value the option with respect to future worth.
A digital memory having stored therein instructions that correspond, at least in part, to:
- empirical data that corresponds to an option;
- an option valuation model derived as a function, at least in part, of processing the empirical data using regression modeling.
Dependencies are inferred from the claim text.