{"id":770454,"date":"2023-10-25T15:59:03","date_gmt":"2023-10-25T19:59:03","guid":{"rendered":"http:\/\/spaceweekly.com\/?p=770454"},"modified":"2023-10-25T15:59:03","modified_gmt":"2023-10-25T19:59:03","slug":"researchers-study-the-analytic-pricing-formulas-of-vulnerable-timer-options","status":"publish","type":"post","link":"https:\/\/spaceweekly.com\/?p=770454","title":{"rendered":"Researchers study the analytic pricing formulas of vulnerable timer options"},"content":{"rendered":"<p>A timer option is a financial instrument, launched by Soci\u00e9t\u00e9 G\u00e9n\u00e9rale Corporate and Investment Banking in 2007, that allows buyers to specify the level of volatility and allows them to exercise their option at a random maturity time. In other words, the payoff of the timer option depends only on a random date determined by the time needed to realize a prescribed variance budget for the underlying asset. This is contrary to vanilla options, which are always exercised at a fixed, predetermined price within a given timeframe.&#013;<br \/>\n&#013;<br \/>\n&#013;<br \/>\n Click here for original story, <a href=\"https:\/\/phys.org\/news\/2023-10-analytic-pricing-formulas-vulnerable-timer.html\" target=\"_blank\" rel=\"nofollow noopener\">Researchers study the analytic pricing formulas of vulnerable timer options<\/a>&#013;<br \/>\n&#013;<br \/>\n&#013;<br \/>\nSource: Phys.org&#013;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>A timer option is a financial instrument, launched by Soci\u00e9t\u00e9 G\u00e9n\u00e9rale Corporate and Investment Banking in 2007, that allows buyers to specify the level of volatility and allows them to&hellip; <\/p>\n","protected":false},"author":1,"featured_media":615444,"comment_status":"false","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[41],"tags":[],"class_list":["post-770454","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-phys-org"],"_links":{"self":[{"href":"https:\/\/spaceweekly.com\/index.php?rest_route=\/wp\/v2\/posts\/770454","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/spaceweekly.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/spaceweekly.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/spaceweekly.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/spaceweekly.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=770454"}],"version-history":[{"count":0,"href":"https:\/\/spaceweekly.com\/index.php?rest_route=\/wp\/v2\/posts\/770454\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/spaceweekly.com\/index.php?rest_route=\/wp\/v2\/media\/615444"}],"wp:attachment":[{"href":"https:\/\/spaceweekly.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=770454"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/spaceweekly.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=770454"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/spaceweekly.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=770454"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}