Sentence examples for mid price of from inspiring English sources

Estimates computed using the CS method are a bit closer to the mid price of the observed bid-ask quotes.

Since the call price can fluctuate around the median of the bid and ask price [28], we minimize the estimation error from the mid price of the bid-ask quotes as suggested by Glaser and Heider [29].

Figure 1 depicts the estimated arbitrage-free call price function for both of the maturities, which shows that our proposed estimator and CS method match well with the mid price of the observed bid-ask quotes.

Again, we notice that the estimates from the CS method are a bit closer to the implied volatility corresponding to the mid price of the observed bid-ask quotes.

Table 1 shows the comparative results in terms of the root mean square error (RMSE), the mean absolute error (MAE), and the percentage relative mean error (PRME) for the estimation of the call price function and the implied volatilities with respect to the mid price of the bid-ask quotes.

For both of the maturities, larger deviations are spotted for near-the-money options, which are consistent with the observation reported in [5]. Figure 3 Call price residuals are computed as (pmb{C_{i} - hat{C}_{i}}), where (pmb{C_{i}}) is the mid price of the observed bid and ask quotes and (pmb{hat{C}_{i}}) denotes the value of the arbitrage-free estimated price.

We consider the electronic markets for these stocks during normal trading hours, and we measure returns whenever the mid-price of a stock fluctuates.

To see the closeness of the curve with the mid price, we present the price residuals in Figure 3.

If calculated based on the range's mid-point price of HKD $56.70, that means SoftBank Group's stake would be worth about HKD $4.08 billion, or $522 million.

While the trade is recorded at a mid-market price of 28 cents, we can see that puts were subsequently left offered at the price hinting that the undertone was bullish.

The implied value of the Phelps Dodge offer currently stands at $71.23, based on the mid-day price of Phelps Dodge on the New York Stock Exchange Friday, $79.32, a rise of $1.24 on the day.