an option that can itself be bought and sold on a stock exchange
Compare traditional option
Examples of 'traded option' in a sentence
traded option
The popular replication formula to price variance swaps assumes continuity of traded option strikes.
Fabien Le Floc'h 2018, 'Variance Swap Replication: Discrete or Continuous?', Journal of Risk and Financial Managementhttp://www.mdpi.com/1911-8074/11/1/11. Retrieved from DOAJ CC BY 4.0 (https://creativecommons.org/licenses/by-sa/4.0/legalcode)