Timeline for Pricing Barrier Options with Rebates
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 10, 2020 at 13:00 | comment | added | Olórin | I though KO options could pay rebate as soon as the barrier is crossed, hence not only at maturity, would the crossing have taken place. In which case the payoff is slightly different, as the payment time of the rebate could be random would the option pay it at crossing, for instance. | |
| Jan 24, 2018 at 20:04 | comment | added | KACEFMA. | ,I have a question about the value of the rebate, how can we take it? Is it fixed in the clauses of the contract? I saw that sometimes it is chosen between 0 and 1. In my opinion the choice of rebate depends on the exercise price, right? | |
| Jun 6, 2016 at 11:46 | history | answered | Mark Joshi | CC BY-SA 3.0 |