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In [[finance]], a '''chooser option''' is a special type of [[option contract]]. It give ...]] has to make the decision described above. Finally, at the [[expiration (options)|expiration time]] <math> t_2 </math> the option expires. If the buyer has ...

...ption]] on a [[Portfolio_(finance)|portfolio of assets]] as a portfolio of options. It was developed by [[Farshid Jamshidian]] in 1989. ...he payoff of an option on a portfolio of assets in terms of a portfolio of options on the individual assets <math>f_i(W)</math> with corresponding strikes <ma ...

...a low [[exercise price]] of $0.01 and a [[contract]] size of 100 [[share (finance)|share]]s to be delivered on exercise. ...that offer LEPO contracts. [https://www.asxoptions.com/low-exercise-price-options-explanation/] ...

...hat may or may not be accepted. For related discussion on multi-stage real options{{snd}} and graphical representation{{snd}} see [[Datar–Mathews method for r ...verage than do traditional options. There are four basic types of compound options:<ref>[http://www.investopedia.com/terms/c/compoundoption.asp Compound Optio ...

...erest rate]]s, or to profit from mispriced [[calendar spread]]s.<ref name="options explained2 jelly roll"/> ...15"/><ref>{{cite book |last1=Beagles |first1=W. A. |title=Equity and Index Options Explained |date=2009-03-25 |publisher=John Wiley & Sons |isbn=978-0-470-748 ...

...Stochastic volatility: Exchange Rate Processes Implicity in Deutsche Mark Options", ''The Review of Financial Studies,'' volume 9, number 1, 1996, pages 69–1 [[Category:Mathematical finance]] ...

[[File:Synthetic short forward.JPG|thumb|A synthetic [[short (finance)|short]] position in the [[underlying]], created using a short [[call optio [[File:Synthetic long forward.JPG|thumb|A synthetic [[long (finance)|long]] position in the [[underlying]], created using a long call and a sho ...

...=Mark }}</ref> to model [[illiquid securities]] and to value [[Derivative (finance)|financial derivatives]] on these. *[[Binomial options pricing model]] ...

...or [[fixed income]] and [[interest rate derivative]]s see [[Lattice model (finance)#Interest rate derivatives]]. ...see: {{cite book | last = Hull | first = John C. | edition = 5th | title = Options, Futures and Other Derivatives | year = 2002 | publisher = [[Prentice Hall] ...

In [[mathematical finance]], the '''CEV''' or '''constant elasticity of [[variance]] model''' is a [[ *[[Volatility (finance)]] ...

...im Boyle|author2=Feidhlim Boyle |title=Derivatives: The Tools That Changed Finance |year=2001| publisher=Risk Publications |isbn=978-1899332885}}</ref>{{rp|18 In general, finite difference methods are used to price options by approximating the (continuous-time) [[differential equation]] that descr ...

...inance]], Vol. 33, No. 1, (March 1978), pp. 177-186.</ref> is an [[option (finance)|option]] pricing formula applicable to an option to exchange one risky ass ..."The Value of an Option to Exchange One Asset for Another"], [[Journal of Finance]], Vol. 33, No. 1, (March 1978), pp. 177-186. ...

...or Valuing Real Options: The Boeing Approach. Journal of Applied Corporate Finance, 19(2): 95–104.</ref> but the method is not based on probability theory and ...n. It can be seen that when the distribution is totally positive, the real options value reduces to the expected (mean) value, ''E''[''A''₊]. ...

In [[finance]], a '''range accrual''' is a type of derivative product very popular among ...l coupons is selling [[Digital option|binary options]]. The value of these options is used to enhance the coupon paid. ...

In finance, an '''option on realized variance''' (or '''variance option''') is a type With a similar notion to the vanilla options, variance options give the owner a right but without obligation to buy or sell the realized v ...

...by [[Fischer Black]] in 1975.<ref>F. Black: Fact and fantasy in the use of options, FAJ, July–August 1975, pp.36</ref> ...h approximation is described here. See also [[Black–Scholes model#American options]]. ...

In [[mathematical finance]], '''convexity''' refers to non-linearities in a [[financial model]]. In o ...this is referred to as [[Gamma (finance)|Gamma]] (Γ), one of the [[Greeks (finance)|Greeks]]. In practice the most significant of these is [[bond convexity]], ...

...historical levels one can see whether IVX is high or low and thus whether options are more expensive or cheaper. IVX values can be compared for the stocks wi ...and Vega of each option participating in its calculations. In total, 8 ATM options (4 calls and 4 puts) are used within each expiration to calculate the Call, ...

In finance, '''option on realized volatility''' (or '''volatility option''') is a subc ...notional amount. What distinguishes this financial contract from ordinary options is that the risk measure is irrespective of the asset returns but belongs p ...

{{short description|Subfield of econophysics which applies quantum theory to finance}} ...physicists]] and [[Economics|economists]] in order to solve problems in [[finance]]. It is a branch of [[econophysics]]. Quantum computing is now being used ...