The extraction of information from IoT data plays a fundamental role in many fields. In this paper we focus our attention on financial data and we use them to describe derivatives in the Black-Scholes model. This model lets us obtain an expression of the price of a derivative in a complete market with no possibility of arbitrage portfolios. Traders can sell amounts of assets even if they do not own them (i.e., short sellings are allowed) and must pay no frictional costs.
|Titolo:||A Stochastic Method for Financial IoT Data|
|Data di pubblicazione:||2016|
|Appare nelle tipologie:||4.1 Contributo in Atti di convegno|