Search Results - subject:"binary options"

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 … and put binary options which maximize portfolio EP while constraining the portfolio EL to satisfy risk tolerance and …

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

On the Chinese's exchange rate regime : a different approach

Mele, Marco - In: International journal of economics and financial issues … 9 (2019) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10012149034

Static hedging methods for pricing double barrier options

Chen, Yi-Ling; Luo, Hong-Yu; Tsai, Wei-Che; Zhang, Hang - In: Advances in Pacific Basin business, economics and finance 10 (2022), pp. 29-58

Persistent link: https://www.econbiz.de/10013206994

The pricing of dual-expiry exotics with mean reversion and jumps

Tong, Kevin Z.; Hou, Dongping; Guan, Jianhua - In: Journal of mathematical finance 9 (2019) 1, pp. 25-41

Persistent link: https://www.econbiz.de/10012116663

Pricing Onion Options: A Probabilistic Approach

Upmann, Thorsten - In: International Journal of Financial Research 4 (2013) 4, pp. 11-25

As argued by Ebenfeld, Mayr and Topper (2002), Onion options may be decomposed into one-touch double barrier binary … options (ODBs). Using this idea, these authors provide an arbitrage-free pricing formula for Onion options within the Black …

Persistent link: https://www.econbiz.de/10011267650

Relative pricing of binary options in live soccer betting markets

Hofer, Vera; Leitner, Johannes - In: Journal of economic dynamics & control 76 (2017), pp. 66-85

Persistent link: https://www.econbiz.de/10011817192

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

This study is a first attempt of investigating a theory of directional pricing. Directional pricing is defined as price or rate designs that apply different prices to selling and buying the concerned goods. A typical example would be rate schedules in the feed-in-tariff (FIT) policy for...

Persistent link: https://www.econbiz.de/10010732431

Aspects of some exotic options

Theron, Nadia - 2007

; two path-dependent derivatives, namely barrier and Asian options; and lastly binary options, are discussed in detail …

Persistent link: https://www.econbiz.de/10009442181

Pricing onion options : a probabilistic approach

Upmann, Thorsten - In: International journal of financial research 4 (2013) 4, pp. 11-25

Persistent link: https://www.econbiz.de/10010205754

Understanding the Implied Volatility Surface for Options on a Diversified Index

Heath, David; Platen, Eckhard - Finance Discipline Group, Business School - 2004

and put options that are typically observed in real markets. The paper also examines the price differences of binary … options for the proposed model and their Black-Scholes counterparts. …

Persistent link: https://www.econbiz.de/10004984497