# Tag Info

Accepted

### Barrier option (autocallable) Vega profile

You have a multidimensional problem - there isn't an answer of "this is what the greeks look like" for all cases, because it depends on the various levels of the different parameters. For example, if ...
• 2,446

### Delta hedging on Barrier/Digital Options

You're right that the "real" greeks of a digital option are unwieldy, e.g. delta is zero everywhere except at the barrier where it is an impulse. So sell-side trading desks model/price digital options ...
• 705
Accepted

### Pricing 'Down and In' claims

Let \begin{align*} \tau = \inf\{t: t \ge 0, S_t \le L \}. \end{align*} Then the down-out-call option has payoff \begin{align*} (S_T-K, 0)^+\pmb{1}_{\tau >T}, \end{align*} and the down-out version ...
• 20.5k

• 910
Accepted