An exotic style of option that allows the buyer to lock in a specified price during the option period by "shouting" to the seller. When the option matures, the buyer may then exercise the underlying option price, or the "shout" price, which ever provides a better deal.
Related information about shout option:
- Shout Option Definition | Investopedia
An exotic option that allows the holder to lock in a defined profit while maintaining the right to continue participating in gains without a loss of locked-in monies.
- Option style - Wikipedia, the free encyclopedia
A shout option allows the holder effectively two exercise dates: during the life of the option they can (at any time) "shout" to the seller that they are locking-in the ...
- Shout Option - Financial Dictionary - The Free Dictionary
An option contract that allows the holder the opportunity at certain points in the life of the contract to lock in a certain profit while continuing the holder the contract ...
- Shout Options
Windcliff, Vetzal & Forsyth (1999) use the PDE in order to solve the pricing of a shout option directly. They employ several lattice methods to solve the PDE, ...
- Numerical Pricing of Shout Options - The Mathematical Institute ...
A Shout Option entitles the holder of the option to alter certain features of the contract ... The earliest form of Shout Option presented itself as an embedded shout ...
- Shout Options - Introduction and Spreadsheet
A shout option offers two (or sometimes more) exercise dates. The first is the maturity time, and the second (the shout date) is set by the holder during the life of ...
- What Is a Shout Option?
A shout option is a type of investment that provides a certain level of guarantee to an investor. The investor can shout out at different points before the investment ...
- Shout Options - Department of Mathematics - The Hong Kong ...
The shout option value can be decomposed into two components: the. European option component (stripping the shout feature) and the shouting premium. The ...