Type of knock-out option that provides a partial refund to the holder of the option if a knock-out occurs. A knock-out option is a type of option that expires, even before the expiration date, if the price of the underlying asset reaches a certain point. If a rebate barrier option is knocked out, the holder of the option will receive a partial rebate on the premium paid to the option writer.
Related information about rebate barrier option:
- Rebate Barrier Option Definition | Investopedia
A financial derivative product that will automatically expire if the underlying asset reaches a certain price, at which time the option holder would be refunded a ...
- Rebate Barrier Option - Financial Dictionary - The Free Dictionary
A knock-out option that refunds the holder a certain amount of money should the knock-out occur. A knock-out option is an option contract that automatically ...
- Rebate Barrier Option: Definition from Answers.com
Rebate Barrier Option A barrier option that offers a predetermined rebate, should the option be 'knocked-out.' Investopedia Says : Should a rebate be enacted,
- What is rebate barrier option? definition and meaning
Definition of rebate barrier option: Type of knock-out option that provides a partial refund to the holder of the option if a knock-out occurs. A knock-out option is a ...
- Rebates on Barrier options [Archive] - Actuarial Outpost
QUOTE] I think your asking: does there exist a type of rebate barrier option for which there is a fixed payoff, iff a barrier is NOT hit. i.e. it becomes ...
- Barrier Option | Bionic Turtle
An up-and-out with rebate barrier option. The answer is B. My question is for d. When barrier option is in, does it perform like the regular call/put ...
- Analysis of American Discrete Barrier Option with Stochastic Rebate
Apr 1, 2001 ... issuers of stochastic rebate barrier option should reduce the size of hedge portfolio, only to buy them back when the stock price retreats toward ...
- FpML-FX FW: FX Re-Design Review Session
Oct 1, 2010... it is not needed in the new FX Option model. Then the question would be how to specify the rebate payment on an FX Rebate Barrier Option?