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Results tagged with option-pricing
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user 34694
Questions about models for the valuation of option contracts.
2
votes
0
answers
80
views
Size Option in Vanilla
How to compute the price of a vanilla option (or a forward starting option) if there is extra optionality to change the Notional by a pre-determined percentage ($a%$, say)at some future time $t$ betwe …
- 89
3
votes
2
answers
510
views
Option on an Option
What is the value of the contract (to be paid at current time $t_0$) that gives one the right (but not obligation) to buy a Vanilla Call option (with certain strike K) at a pre-determined price $p$ at …
- 89