Hi, I was wondering how does one calculate 'moneyness' for different barrier options?How are the barrier options usually quoted in the market?Many thanks.
Hi, I was wondering how does one calculate 'moneyness' for different barrier options? Take your example of the barrier - what is its moneyness?Many thanks.
What is the probability of the price crossing a different type of a barrier (not just fixed) over the next time period 0..t ?Any closed form solutions for that ? For example if the barrier is defined to be the moving average of the underlying time series...Many thanks!