Short-term option trading system
US7856395B2 · kind B2 · utility
10Cited by
8References
4Claims
0Family size
Assignee
Inventors
Key dates
| Filing date | Nov 30, 2004 |
| Grant date | Dec 21, 2010 |
| Priority date | — |
| Expiry date | Apr 29, 2028 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/08
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
Option contracts are traded by valuing an option that has at least one of a) strike price or b) expiration time unknown at the time the option is valued. The previously unknown values of the option are assigned at the time or after the time the trade is completed. An implied underlying price stream is generated from the option prices through the use of feedback between market participants and the marketplace. The resulting system is useful in trading option contracts of short time duration.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.