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Binary Option Valuation
- Author(s):
- Tim Xiao (see profile)
- Date:
- 2021
- Group(s):
- Business Management
- Subject(s):
- Economics
- Item Type:
- Presentation
- Tag(s):
- binary option pricing, digital option valuation
- Permanent URL:
- http://dx.doi.org/10.17613/h9m0-xs05
- Abstract:
- A binary option is an option with a predetermined payoff, triggered only if the underlying price meets the strike price. These are also commonly referred to as “all or nothing” or “digital options”. Binary call pays a fixed amount if the underlying price ends up above the strike price, while binary put pays off a fixed amount if the underlying price is below the strike price at option maturity.
- Notes:
- https://gitlab.com/cmrm11/eqbinary/-/raw/master/EqBinary-13.pdf
- Metadata:
- xml
- Status:
- Published
- Last Updated:
- 2 years ago
- License:
- All-Rights-Granted
- Share this:
Open access, open source, open to all
eqbinary-13.pdf