Liu, Xiaoran and Pan, Xiwen (2022) Binary Option Pricing Model Based on Monte-Carlo Simulation in Terms of Dutch TTF Natural Gas Futures. In: Proceedings of the International Conference on Financial Innovation, FinTech and Information Technology, FFIT 2022, October 28-30, 2022, Shenzhen, China.
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Abstract
A binary option is a form of option in which the payout is either fixed or nothing at all if the underlying stock passes a predetermined threshold (strike price). The Russian-Ukraine crisis increased the price of natural gas in Europe significant on February 2022, since Russia uses natural gas impor
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:10 |
| Last Modified: | 17 Apr 2026 03:24 |
| URI: | http://eprints.eai.eu/id/eprint/42626 |
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