1. A method for providing a bid price and/or an offer price of an option on an underlying asset, comprising: receiving first input data corresponding to a plurality of parameters defining said option; receiving second input data corresponding to a plurality of current market conditions relating to said underlying asset; computing a corrected theoretical value of said option based on said first and second input data; computing a bid/offer spread of said option based on said first and second input data; computing a bid price and/or an offer price of said option based on said corrected theoretical value and said bid/offer spread; providing an output corresponding to the bid price and/or the offer price of said option.