How do u price an option that pays off $1 every time max(S-X,0) during the life time of the option passes through a prime number?
Numerical should be easy enough, closed form please, trivial?
Prime time derivatives! Sorry, yes I know boring.
Like the formula on page 282 of your big book when [$]n[$] is prime?How do u price an option that pays off $1 every time max(S-X,0) during the life time of the option passes through a prime number?
Numerical should be easy enough, closed form please, trivial?
Prime time derivatives! Sorry, yes I know boring.
yes that is possibly a way to go I think. And lets add a barrier H, after barrier hit it switch to pay $1 on every Fibonacci prime.Like the formula on page 282 of your big book when [$]n[$] is prime?How do u price an option that pays off $1 every time max(S-X,0) during the life time of the option passes through a prime number?
Numerical should be easy enough, closed form please, trivial?
Prime time derivatives! Sorry, yes I know boring.
For any (continuously monitored) diffusion, I'd say the option is worth [$]+\infty[$], as there is a positive probability of reaching S - X = 3, for example, and once attained, that level will be crossed an infinite number of times during the lifetime of the option.How do u price an option that pays off $1 every time max(S-X,0) during the life time of the option passes through a prime number?
Numerical should be easy enough, closed form please, trivial?
Prime time derivatives! Sorry, yes I know boring.
okay so we need to introduce condition that pay at prime-touch and then has to touch another prime before the previous prime comes back into play again.For any (continuously monitored) diffusion, I'd say the option is worth [$]+\infty[$], as there is a positive probability of reaching S - X = 3, for example, and once attained, that level will be crossed an infinite number of times during the lifetime of the option.How do u price an option that pays off $1 every time max(S-X,0) during the life time of the option passes through a prime number?
Numerical should be easy enough, closed form please, trivial?
Prime time derivatives! Sorry, yes I know boring.
Big problem!yes that is possibly a way to go I think. And lets add a barrier H, after barrier hit it switch to pay $1 on every Fibonacci prime.Like the formula on page 282 of your big book when [$]n[$] is prime?How do u price an option that pays off $1 every time max(S-X,0) during the life time of the option passes through a prime number?
Numerical should be easy enough, closed form please, trivial?
Prime time derivatives! Sorry, yes I know boring.
Useful hedging instrument for Fibo traders?
worse things can happen to an islandI'm bored with Brexit. I'm waiting impatiently until it's over and wish Britain could float away.
Just watch out for lighthousesworse things can happen to an islandI'm bored with Brexit. I'm waiting impatiently until it's over and wish Britain could float away.
In which direction? There's not much room for manoeuvre! Unless to Norge.I'm bored with Brexit. I'm waiting impatiently until it's over and wish Britain could float away.