30 июн. 2022 г. · A one-touch option pays a premium to the holder of the option if the spot rate reaches the strike price at any time prior to option expiration.

Touch options allow investors to choose the target price, time to expiration, and the premium to be received when the target price is reached. There are only ...

A one-touch option is a is a type of binary option with a strike price above or below the current market price and an expiration date.

In particular one touch pricing is highly sensitive to the volatility skew. One touches are especially liquid in the world of foreign exchange. Together with ...

A touch option is the sort of FX option that promises a payout once the price of an underlying asset reaches or passes a predetermined level. Touch options ...

This leads to a mid market price of 33.5%. There are different beliefs among market participants about the unwinding cost. Other prices for one-touch options ...

14 июл. 2018 г. · The One Touch option is approximately twice the price of the equivalent Binary Option. This result can be shown to be exact if the underlying process is a pure ... black scholes - About Hedging of One-touch Options One touch UP no touch DOWN, One touch DOWN no touch UP no arbitrage theory - What is the fair price of this option? Why can't delta's be used to price double no touch options? Другие результаты с сайта quant.stackexchange.com

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Compute the price of a one-touch option using the following data: AssetPrice = 105; Rate = 0.1; Volatility = 0.2; Settle = datetime(2018,1,1); Maturity = ...

One-touch double barrier binary options are path-dependent options in which the existence and payment of the options depend on the movement of the underlying ...