Invention Grant
- Patent Title: Deriving a probability distribution of a value of an asset at a future time
- Patent Title (中): 在将来的时间推导资产价值的概率分布
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Application No.: US12139669Application Date: 2008-06-16
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Publication No.: US07930232B2Publication Date: 2011-04-19
- Inventor: Philip A. Cooper , Stewart Myers , G. David Forney, Jr. , Leonard L. Scott, Jr. , Lisette Cooper
- Applicant: Philip A. Cooper , Stewart Myers , G. David Forney, Jr. , Leonard L. Scott, Jr. , Lisette Cooper
- Applicant Address: US MA Lincoln
- Assignee: Athena Capital Advisors, Inc.
- Current Assignee: Athena Capital Advisors, Inc.
- Current Assignee Address: US MA Lincoln
- Agency: Fish & Richardson P.C.
- Main IPC: G06Q40/00
- IPC: G06Q40/00
Abstract:
Data are received that represents current prices of options on a given asset. An estimate is derived from the data of a corresponding implied probability distribution of the price of the asset at a future time. Information about the probability distribution is made available within a time frame that is useful to investors, for example, promptly after the current option price information becomes available.
Public/Granted literature
- US20080270322A1 DERIVING A PROBABILITY DISTRIBUTION OF A VALUE OF AN ASSET AT A FUTURE TIME Public/Granted day:2008-10-30
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