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- W3037419470 abstract "After a market downturn, especially in an uncertain economic environment such as the current state, there can be a relatively long period with a sideways market, where indexes, stocks, etc., move in channels with support and resistance levels. We discuss option pricing in such scenarios, in both cases of unattainable as well as attainable boundaries, and obtain closed-form option pricing formulas. Our results also apply to FX rates in target zones without interest rate pegging (USD/HKD, digital currencies, etc.)." @default.
- W3037419470 created "2020-07-02" @default.
- W3037419470 creator A5019796246 @default.
- W3037419470 date "2020-06-25" @default.
- W3037419470 modified "2023-09-27" @default.
- W3037419470 title "Option Pricing: Channels, Target Zones and Sideways Markets" @default.
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