Chooser Option Pricing of Tesla in Terms of Monte-Carlo Simulations

Ruijie Li; Shuang Liu

Proceedings of the International Conference on Financial Innovation, FinTech and Information Technology, FFIT 2022, October 28-30, 2022, Shenzhen, China

Research Article

Chooser Option Pricing of Tesla in Terms of Monte-Carlo Simulations

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Cite: BibTeX Plain Text

@INPROCEEDINGS{10.4108/eai.28-10-2022.2328418,
    author={Ruijie  Li and Shuang  Liu},
    title={Chooser Option Pricing of Tesla in Terms of Monte-Carlo Simulations},
    proceedings={Proceedings of the International Conference on Financial Innovation, FinTech and Information Technology, FFIT 2022, October 28-30, 2022, Shenzhen, China},
    publisher={EAI},
    proceedings_a={FFIT},
    year={2023},
    month={4},
    keywords={chooser option; black-scholes model; tesla;},
    doi={10.4108/eai.28-10-2022.2328418}
}

Ruijie Li
Shuang Liu
Year: 2023
Chooser Option Pricing of Tesla in Terms of Monte-Carlo Simulations
FFIT
EAI
DOI: 10.4108/eai.28-10-2022.2328418

Ruijie Li¹, Shuang Liu²^,*

1: University of Science and Technology Beijing
2: Rutgers University New Brunswick

*Contact email: sl1653@scarletmail.rutgers.edu

Abstract

In option trading, how to buy, how much to buy and when to trade all affect the ultimate interests of traders. However, the use of appropriate models and analysis methods can help traders predict the changes in stock prices and make corresponding countermeasures. This paper will rely on the historical stock price data of Tesla, analyze it according to black-Scholes model and Monte-Carlo method, and estimate the possible changes of stock price.

Keywords: chooser option; black-scholes model; tesla;

Published: 2023-04-14
Publisher: EAI

: http://dx.doi.org/10.4108/eai.28-10-2022.2328418