Mutual Funds

Expense Ratio

June 27, 2022
Derivatives

Expiration Effect

June 27, 2022

Share

With respect to barrier options, it is a method to calculate the time spent outside the barrier, whereby all the counting starts from zero each time the underlying trades through the barrier from below or above. Parisian options are based on excursion time.

The excursion time is also known as the “window” of the Parisian option.

Leave a Reply

Related Tags

All Topics in the Letter