Volatility can be detrimental to option values! (Q1668616)
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scientific article; zbMATH DE number 6928508
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Volatility can be detrimental to option values! |
scientific article; zbMATH DE number 6928508 |
Statements
Volatility can be detrimental to option values! (English)
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29 August 2018
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digital options
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hitting probability
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volatility
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non-monotone option value
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0.7517774105072021
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0.7517774105072021
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0.7040726542472839
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0.7008794546127319
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0.6945169568061829
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