
230000000875 corresponding Effects 0.000 claims description 6.238000004891 communication Methods 0.000 claims description 14.238000000034 method Methods 0.000 claims abstract description 33.Status Active legal-status Critical Current Adjusted expiration legal-status Critical Links Assignors: EXEGY INCORPORATED, OptionsCity Software, Inc. Assignors: IP RESERVOIR, LLC Assigned to SILICON VALLEY BANK reassignment SILICON VALLEY BANK SECURITY INTEREST (SEE DOCUMENT FOR DETAILS). Assignors: EXEGY INCORPORATED Publication of US8843408B2 publication Critical patent/US8843408B2/en Application granted granted Critical Assigned to EXEGY INCORPORATED reassignment EXEGY INCORPORATED ASSIGNMENT OF ASSIGNORS INTEREST (SEE DOCUMENT FOR DETAILS). Priority to US12/912,354 priority patent/US8843408B2/en Application filed by Exegy Inc filed Critical Exegy Inc Publication of US20110040701A1 publication Critical patent/US20110040701A1/en Assigned to IP RESERVOIR, LLC reassignment IP RESERVOIR, LLC ASSIGNMENT OF ASSIGNORS INTEREST (SEE DOCUMENT FOR DETAILS). Assignors: FRANKLIN, MARK A., PARSONS, SCOTT, SINGLA, NAVEEN, TAYLOR, DAVID E. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.) Filing date Publication date Priority to US81479606P priority Critical Priority to US11/760,211 priority patent/US7840482B2/en Assigned to EXEGY INCORPORATED reassignment EXEGY INCORPORATED ASSIGNMENT OF ASSIGNORS INTEREST (SEE DOCUMENT FOR DETAILS). Original Assignee Exegy Inc Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation or warranty as to the accuracy of the list.) Taylor Current Assignee (The listed assignees may be inaccurate.

( en Inventor Naveen Singla Scott Parsons Mark A. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.) Granted Application number US12/912,354 Other versions US8843408B2

Google Patents Method and System for High Speed Options Pricingĭownload PDF Info Publication number US20110040701A1 US20110040701A1 US12/912,354 US91235410A US2011040701A1 US 20110040701 A1 US20110040701 A1 US 20110040701A1 US 91235410 A US91235410 A US 91235410A US 2011040701 A1 US2011040701 A1 US 2011040701A1 Authority US United States Prior art keywords option volatility computational options fair market Prior art date Legal status (The legal status is an assumption and is not a legal conclusion. Google Patents US20110040701A1 - Method and System for High Speed Options Pricing US20110040701A1 - Method and System for High Speed Options Pricing
