Autoquote

Autoquote
A computer system which continuously calculates theoretical option prices using models developed jointly by LIFFE and market participants. LIFFE disseminates Autoquote prices for most financial, equity and index option series. LIFFE

Financial and business terms. 2012.

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  • autoquote — indicative prices are generated for many of the financial options contracts traded at LIFFE using standard mathematical models as derived by Black and Scholes and Cox, Ross, Rubinstein. Autoquote calculates prices for all series by processing… …   Financial and business terms

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