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- W2060409165 abstract "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-Scholes option-pricing environment, analytical solutions of the options are derived. The relationships among different 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 financial market." @default.
- W2060409165 created "2016-06-24" @default.
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- W2060409165 date "2007-05-08" @default.
- W2060409165 modified "2023-09-25" @default.
- W2060409165 title "One-Touch Double Barrier Binary Option Values" @default.
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