论文标题
期权定价：渠道，目标区域和侧向市场
Option Pricing: Channels, Target Zones and Sideways Markets
论文作者
论文摘要
在市场下滑之后，尤其是在不确定的经济环境（例如当前州）之后，侧向市场可能会有相对较长的时间，索引，股票等，以支撑和阻力水平移动渠道。在这种情况下，我们讨论了期权定价，在这两种情况下都无法实现和可达到的界限，并获得封闭形式的选择定价公式。我们的结果还适用于目标区域中的FX率，而无需固定利率固定（USD/HKD，数字货币等）。
After a market downturn, especially in an uncertain economic environment such as the current state, there can be a relatively long period with a sideways market, where indexes, stocks, etc., move in channels with support and resistance levels. We discuss option pricing in such scenarios, in both cases of unattainable as well as attainable boundaries, and obtain closed-form option pricing formulas. Our results also apply to FX rates in target zones without interest rate pegging (USD/HKD, digital currencies, etc.).
