Search Results - subject:"binary option"

Trading binary options using expected profit and loss metrics

Venter, Johannes Hendrik; Jongh, Pieter Juriaan de - In: Risks : open access journal 10 (2022) 11, pp. 1-21

Trading in binary options is discussed using an approach based on expected profit (EP) and expected loss (EL) as metrics of reward and risk of trades. These metrics are reviewed and the role of the EL/EP ratio as an indicator of quality of trades, taking risk tolerance into account, is...

Persistent link: https://www.econbiz.de/10014226063

Approximation and asymptotics in the superhedging problem for binary options

Smirnov, Sergey; Sotnikov, Dimitri; Zanochkin, Andrey - In: Annals of finance 20 (2024) 4, pp. 421-458

Persistent link: https://www.econbiz.de/10015188754

The British binary option

Gao, Min - In: Journal of mathematical finance 9 (2019) 4, pp. 747-762

Persistent link: https://www.econbiz.de/10012433492

Arbitrage in political prediction markets

Stershic, Andrew; Gujral, Kritee - In: The journal of prediction markets 14 (2020) 1, pp. 69-104

Persistent link: https://www.econbiz.de/10012667592

The barrier binary options

Gao, Min; Wei, Zhenfeng - In: Journal of mathematical finance 10 (2020) 1, pp. 140-156

Persistent link: https://www.econbiz.de/10012545572

Pricing of binary options in financial markets with stochastic analysis

Dastranj, Elham; Latifi, Roghaye - In: International journal of economic perspectives : IJEP 11 (2017) 3, pp. 704-709

Persistent link: https://www.econbiz.de/10012209600

A Binary Option Pricing Based on Fuzziness

Miyake, Masatoshi; Inoue, Hiroshi; Shi, Jianming; … - In: International Journal of Information Technology & … 13 (2014) 06, pp. 1211-1227

applied under appropriate conditions. In this paper, we discuss a binary option, which is popular in OTC (Over the Counter … conditions and applied to the conventional binary option, proposing more useful and actual pricing way of the option. This …

Persistent link: https://www.econbiz.de/10011094643

Improved method for static replication under the CEV model

Tsai, Wei-Che - In: Finance Research Letters 11 (2014) 3, pp. 194-202

This paper studies the hedging performance of static replication approach proposed by Derman, Ergener, and Kani (DEK, 1995) for continuous barrier options under the constant elasticity of variance (CEV) model of Cox (1975) and Cox and Ross (1976), and then focuses on how to improve the DEK...

Persistent link: https://www.econbiz.de/10010940025

A theory of directional pricing and its application to electricity policy

Maeda, Akira; Nagaya, Makiko - In: International journal of economics and business research 7 (2014) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10010350831

Improved method for static replication under the CEV model

Tsai, Wei-che - In: Finance research letters 11 (2014) 3, pp. 194-202

Persistent link: https://www.econbiz.de/10010441889