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OwnerUlrich A. Müller, Richard B. Olsen +1inventors
InventorsUlrich A. Müller, Richard B. Olsen, Jonathan Robert Buchanan
Estimating the term…
A preferred embodiment of the subject invention is directed to creation and pricing of an option related to a target zone in a time-price plot. If the price curve against time enters this zone (in a preferred embodiment, a “box”), a fixed amount of money is paid to the owner of the option; if the curve misses the box, there is no payout to the option owner, who also forfeits the premium paid for the option. Software is described that enables an option buyer to easily create and set the parameters of such an option, that computes a premium for the option, and that manages payout and other functions related to the option. The above-described embodiment is a buy-to-hit option. Other embodiments are directed to sell-to-hit, buy-to-miss, and sell-to-miss options.
A method of option creation for an asset that has a value that varies over time, comprising the steps of:
A method of option creation and pricing for an asset that has a value that varies over time, comprising the steps of:
A method of option creation for an asset that has a value that varies over time, comprising the steps of:
A method of option creation for an asset that has a value that varies over time, comprising the steps of:
A method of option creation and pricing for an asset that has a value that varies over time, comprising the steps of:
Dependencies are inferred from the claim text.