Timeline for How does volatility affect the price of binary options?
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
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| Jun 10, 2014 at 21:26 | history | edited | AmericanCaller | CC BY-SA 3.0 |
clarified the functions referred to
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| Jun 10, 2014 at 21:18 | history | edited | AmericanCaller | CC BY-SA 3.0 |
added 2 characters in body
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| Jun 10, 2014 at 21:15 | comment | added | AmericanCaller | An expectation of an indicator function of a set is the probability of that set, by definition. Then you have $S_T>K$ if and only if $\log S_T > \log K$, so the probabilities are the same. | |
| Jun 10, 2014 at 16:56 | comment | added | user12348 | Looks interesting way to do it. how do you go from $E^Q[1_{ST>K}] "to" Q(ST>K)=Q(logS_T>logK)? | |
| S Jul 18, 2013 at 21:24 | review | Late answers | |||
| Jul 19, 2013 at 16:52 | |||||
| S Jul 18, 2013 at 21:24 | review | First posts | |||
| Jul 19, 2013 at 1:30 | |||||
| Jul 18, 2013 at 21:04 | history | answered | AmericanCaller | CC BY-SA 3.0 |