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.

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.

This publication is part of the project “Ricontrans – Visual Culture, Piety and Propaganda. Transfer and Reception of Russian Religious Art in the Balkans and the Eastern Mediterranean (16th to Early 20th Century)”, funded from the European Research Council (erc) under the European Union’s Horizon 2020 research and innovation programme (grant…[Read more]

Students in analytical writing courses can struggle to fully grasp the difference between observing/describing features of a text and making interpretive claims rooted in close reading and analysis of those features. This multi-part class activity uses color coding and generative AI to establish a clearer framework for students to understand the…[Read more]

A lesson plan outlining a two-part activity that establishes a framework within which students productively wrestle with the place of generative AI in their learning and writing processes, thereby creating the space for instructor and students to arrive at a collective agreement about the use of these tools in the course grounded in a clear set of…[Read more]

Average rate or Asian options have a payoff function proportional to an average rate or price. The average price is calculated over a sampling of specified dates that need not be equally spaced in time. The average price or rate tends to be less volatile than a single underlying price and hence, an option on the underlying average price should be…[Read more]

Average rate or Asian options have a payoff function proportional to an average rate or price. The average price is calculated over a sampling of specified dates that need not be equally spaced in time. The average price or rate tends to be less volatile than a single underlying price and hence, an option on the underlying average price should be…[Read more]