We present a pricing model for fade option. A fade option can be more precisely named as “point-barrier option”. The fade option is a vanilla option that exists or dies if a barrier is breached on a single preset date, which is prior or equal to the contract maturity.

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Desde que el hispanista francés Félix Lecoy llamase en 1938 la atención sobre las
peculiaridades de los papeles atribuidos a las mujeres en la obra de Juan Ruiz, numerosos
trabajos académicos se han dedicado a esclarecer en lo posible las coordenadas históricas
y literarias de esta presencia femenina en el Libro de buen amor, sobre todo en lo r…[Read more]

This paper presents an analysis of data derived from thousands of publicly available photographs showing life on the International Space Station (ISS) between 2000 and 2020. Our analysis uses crew and locational information from the photographs’ metadata to identify the distribution of different population groups—by gender, nationality, and spa…[Read more]

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