http://noenthuda.com/blog/2009/10/10/pricing-my-best-friends-wedding/ Mon, 21 May 2012 16:07:40 +0000 hourly 1 http://wordpress.org/?v=3.3.2 http://noenthuda.com/blog/2009/10/10/pricing-my-best-friends-wedding/comment-page-1/#comment-3340 Savvy Wed, 21 Oct 2009 09:08:11 +0000 http://noenthuda.com/blog/?p=1478#comment-3340 Giving the option to more than 1 person - the value also changes depending on whether each of those parties know about the other option holders. For some, it may go to zero right? Giving the option to more than 1 person – the value also changes depending on whether each of those parties know about the other option holders. For some, it may go to zero right?

]]> http://noenthuda.com/blog/2009/10/10/pricing-my-best-friends-wedding/comment-page-1/#comment-3317 vk Thu, 15 Oct 2009 01:11:49 +0000 http://noenthuda.com/blog/?p=1478#comment-3317 Modeling this is no fun. What you need is a market - think swayamvar but with an open outcry market floor where you take bids for the options. Modeling this is no fun.
What you need is a market – think swayamvar but with an open outcry market floor where you take bids for the options.

]]> http://noenthuda.com/blog/2009/10/10/pricing-my-best-friends-wedding/comment-page-1/#comment-3293 Saif Fri, 09 Oct 2009 19:22:08 +0000 http://noenthuda.com/blog/?p=1478#comment-3293 what does the buyer stand to gain here...how is the risk/volatility of withdrawing contract measured ...the pricing shld depend a lot more on that then by the classic model...more number of persons to bid shld make the terms of pricing easier what does the buyer stand to gain here…how is the risk/volatility of withdrawing contract measured …the pricing shld depend a lot more on that then by the classic model…more number of persons to bid shld make the terms of pricing easier

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