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Some Models of Exchange Trading in High-Risk Financial Markets.

Authors :
Smirnova, O. V.
Kotlyar, V. Yu.
Source :
Cybernetics & Systems Analysis. Jul2019, Vol. 55 Issue 4, p661-666. 6p.
Publication Year :
2019

Abstract

High-risk financial markets are considered in which transactions with financial instruments without reservation are conducted. The following risk-free trading strategies with a guaranteed profitability or loss are analyzed: scalping, spoofing, flipping, and scalping with hedging. A mathematical model is constructed for them. Examples of calculations performed by the obtained algorithms in the process of option trading are given. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10600396
Volume :
55
Issue :
4
Database :
Academic Search Index
Journal :
Cybernetics & Systems Analysis
Publication Type :
Academic Journal
Accession number :
151917533
Full Text :
https://doi.org/10.1007/s10559-019-00175-y