26 мар. 2023 г. · Dispersion trading is a way to mitigate correlation risk. The book "Foreign Exchange Option Pricing A Practitioners Guide" (Chapter 10 Multicurrency Options) Pricing binary options - Quantitative Finance Stack Exchange Pricing a Digital Barrier Option using QuantLib in Python [closed] The Intuition Behind The Max and Min of a Dual Digital Другие результаты с сайта quant.stackexchange.com

5 июн. 2015 г. · Because you sell correlation, you would be able to buy the dual digital well below the product of the individual digital prices.

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 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 ...

3 авг. 2010 г. · Dual digital – this is the multi-currency-pair generalisation of a European digital option; the buyer receives a fixed rebate if two currency ...

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.

A double digital option is somehow similar to the exotic option except for a reason, for instance, a double digital option has two strike prices that is the ...

27 июл. 2023 г. · Dealers say dual-digital option structures have been one of the most popular ways hedge funds have used correlations to express these views in ...

2 окт. 2008 г. · To summarize, higher correlation would make this dual digital cheaper, as the probability of the option being in the money is reduced. This is ...

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.