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Two state option pricing model |
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Two state option pricing modelA pricing equation allowing an underlying asset to assume only two possible (discrete) values in the next time period for each value it can take on in the preceding time period. Also called the underlying asset.Two state option pricing model Similar MatchesForward pricingForward pricingPractice mandated by the SEC that open-end SEC establish all incoming buy and sell SEC on the next net SEC valuation of fund SEC. Regulatory pricing riskRegulatory pricing riskRisk that arises when insurance companies are subject to regulation of the premium rates that can they charge. Binomial option pricing modelBinomial option pricing modelAn option pricing model in which the option can assume one of only two possible, discrete values in the next time period for each value that it can take on in the preceding time period. Pricing to marketPricing to marketThe practice of an exporting firm holding fixed (or not fully adjusting) the price it charges in the export market when its costs or exchange rate change. See pass-through. Seminal treatment was Krugman (1987). Administrative pricing rulesAdministrative pricing rulesIRS rules used to allocate income on export sales to a foreign sales corporation. Further SuggestionsIndication pricing scheduleCapital asset pricing model (CAPM) Repricing Option Pricing Curve Pricing efficiency Asset pricing model Arbitrage free option pricing models forward pricing Garman Kohlhagen option pricing model Underpricing capital asset pricing model Transfer pricing International Asset Pricing Model (IAPM) |
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