One-touch double barrier binary option values
نویسنده
چکیده
The valuation and applications of one-touch double barrier binary options that include features of knock-out, knock-in, European and American style are described. Using a conventional Black Ð Scholes option-pricing environment, analytical solutions of the options are derived. The relationships among di erent types of one-touch double barrier binary options are discussed. An investor having a particular view on values of foreign exchanges, equities or commodities can use the options as directional trades or structured products in ® nancial market.
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تاریخ انتشار 1996