A double digital option is a particular variety of option (a financial derivative). At maturity, the payoff is 1 if the spot price of the underlying asset ...

Double digital options are similar to standard digitals, with the exception that they possess two "strike" prices, K L and K U , with K L < K U . These ...

A double barrier option is a type of binary, or digital option, that involves both an upper and lower trigger price placed on the underlying asset.

Double digital options are also the best options for investors to hedge their stocks against changes in the market such as fluctuation of stock prices due to ...

12 февр. 2022 г. · Double Digital Option. An option whose payoff at maturity is binary, depending on the spot price of the underlying ending up within a specific ...

A digital option is a form of option that allows traders to manually set a strike price. The digital option provides the traders with a fixed payout.

26 мар. 2023 г. · How to hedge a dual digital option ... Let us assume we have two FX rates: 1EUR=S(1)tUSD and 1GBP=S(2)tUSD. Let K1>0,K2>0 be strictly positive ... Delta of binary option - Quantitative Finance Stack Exchange The Intuition Behind The Max and Min of a Dual Digital Другие результаты с сайта quant.stackexchange.com

5 июн. 2015 г. · This framework applies to any multi-currency european style payoff, so worst-ofs and dual digitals qualify (they are the most common trade types ...

This paper derives explicit pricing formulas for first-touch digital options with a multi-step double boundary and customizable payoffs.