Bayesian Pricing of a Threshold Digital

Options Pricing · Hard · Free problem

A coin has an unknown bias $p$ drawn from a $\text{Beta}(a, b)$ prior. You flip it $n$ times and observe $H$ heads.

A derivative contract pays $\

$ if at least $t$ of the next $k$ flips are heads, and $\$0$ otherwise.

  1. What is the fair price of this contract?
  1. Simplify for the special case $t = k$ (all $k$ flips must be heads).
  1. Simplify for $t = \lceil k/2 \rceil$ (strict majority of the next $k$ flips are heads), and comment on what happens when the posterior is symmetric.

Hints

  1. The fair price is the posterior predictive probability of the payoff event. Start by updating the Beta prior with the observed data -- what is the posterior distribution on $p$?
  2. For a quick estimate, plug in the posterior mean $\hat{p} = (a+H)/(a+b+n)$ and compute the Binomial tail probability. Then think about how parameter uncertainty (over-dispersion) shifts that estimate for extreme versus moderate thresholds.
  3. The posterior predictive for future heads is Beta-Binomial. For $t = k$, only one term in the sum survives; use $\Gamma(z+m)/\Gamma(z) = z(z+1)\cdots(z+m-1)$ to collapse the Beta ratio into a product -- this is the Polya urn formula.

Worked Solution

How to Think About It: You are making a market on a digital option whose payoff depends on future coin flips, but you do not know the coin's true bias. Your first move as a trader: get a point estimate for $p$ and price off that. The posterior mean is $\hat{p} = (a + H)/(a + b + n)$, which is just the Bayesian-smoothed fraction of heads. If you plug that in and treat $p$ as known, you get a vanilla Binomial tail probability -- that is your quick-and-dirty quote. But here is the catch: you are uncertain about $p$, and that uncertainty fattens the tails of the predictive distribution relative to a plain Binomial. So the true Bayesian price is higher than the plug-in for extreme thresholds (like $t = k$) and can be lower for moderate ones. In an interview, say this in the first 30 seconds -- it shows you understand the economics before you touch the math.

Quick Estimate: Take a concrete example: $a = b = 1$ (uniform prior), $n = 20$, $H = 14$, $k = 10$, $t = 7$. The posterior is $\text{Beta}(15, 7)$, so $\hat{p} = 15/22 \approx 0.682$.

*Plug-in Binomial approach:* Pretend $p = 0.682$ is known. The number of heads $X$ in 10 flips has mean $\mu = 10 \times 0.682 = 6.82$ and standard deviation $\sigma = \sqrt{10 \times 0.682 \times 0.318} \approx 1.473$. By the CLT with continuity correction:

$P(X \geq 7) \approx P(X \geq 6.5) = \Phi\!\left(\frac{6.82 - 6.5}{1.473}\right) = \Phi(0.217) \approx 0.586$

So the plug-in price is about $0.59$.

*Bayesian correction:* The Beta-Binomial has variance $k\hat{p}(1 - \hat{p}) \cdot (\alpha + \beta + k)/(\alpha + \beta + 1) = 10 \times 0.682 \times 0.318 \times 32/23 \approx 3.017$, giving $\sigma_{\text{BB}} \approx 1.737$ versus the Binomial $\sigma \approx 1.473$. The fatter tails push the upper tail probability slightly higher. Using the normal approximation with the Beta-Binomial variance:

$P(X \geq 6.5) \approx \Phi\!\left(\frac{6.82 - 6.5}{1.737}\right) = \Phi(0.184) \approx 0.573$

Interestingly, the over-dispersion actually lowers the price slightly for this moderate threshold ($t = 7$ out of $k = 10$, which is close to the mean). For extreme thresholds the effect reverses -- for instance, the $t = k = 10$ (all heads) case: the plug-in gives $0.682^{10} \approx 0.0215$, but the Bayesian Polya urn price (computed below) gives $\prod_{i=0}^{9} (15 + i)/(22 + i) = 15 \cdot 16 \cdots 24 \;/\; 22 \cdot 23 \cdots 31 \approx 0.0442$, which is more than double. That is parameter uncertainty fattening the tails.

Bottom line: for a quick quote, use $\hat{p}$ and the Binomial, then adjust up for extreme thresholds and down for moderate ones.

Approach: For the exact answer, use conjugate Bayesian updating (Beta-Binomial posterior predictive) and sum the tail probability. The key integral is a Beta function ratio, and the $t = k$ special case collapses to a Polya urn product.

Formal Solution

Step 1 -- Posterior on $p$.

The prior is $p \sim \text{Beta}(a, b)$. After observing $H$ heads in $n$ tosses, conjugacy gives:

$p \mid \text{data} \sim \text{Beta}(\alpha, \beta), \quad \alpha = a + H, \quad \beta = b + n - H.$

Step 2 -- Posterior predictive distribution.

Conditional on $p$, the number of heads $X$ in the next $k$ flips is $\text{Binomial}(k, p)$. Integrating out $p$:

$P(X = j) = \binom{k}{j} \int_0^1 p^{j}(1-p)^{k-j} \cdot \frac{p^{\alpha - 1}(1-p)^{\beta - 1}}{B(\alpha, \beta)} \, dp = \binom{k}{j} \frac{B(\alpha + j, \; \beta + k - j)}{B(\alpha, \beta)}$

This is the $\text{BetaBin}(k, \alpha, \beta)$ distribution.

Step 3 -- Fair price (general case).

The contract pays $\

$ if $X \geq t$, so:

$V = \sum_{j=t}^{k} \binom{k}{j} \frac{B(\alpha + j, \; \beta + k - j)}{B(\alpha, \beta)}$

Using the rising factorial identity $B(\alpha + j, \beta + k - j)/B(\alpha, \beta) = \prod_{i=0}^{j-1}(\alpha + i) \cdot \prod_{i=0}^{k-j-1}(\beta + i) \;/\; \prod_{i=0}^{k-1}(\alpha + \beta + i)$, this is a finite closed-form sum.

Step 4 -- Special case $t = k$ (all heads).

Only the $j = k$ term survives, and there is a clean simplification:

$V_{t=k} = \frac{B(\alpha + k, \; \beta)}{B(\alpha, \beta)} = \prod_{i=0}^{k-1} \frac{\alpha + i}{\alpha + \beta + i}$

This is the Polya urn formula: imagine an urn with $\alpha$ red and $\beta$ blue balls. Draw $k$ balls one at a time, replacing each drawn ball plus one extra of the same color. The probability all $k$ draws are red is exactly this product. The first factor is $\alpha/(\alpha + \beta) = \hat{p}$, the posterior mean. Each subsequent factor is slightly higher (if $\alpha > \beta$), reflecting positive correlation between draws -- seeing heads makes the next head more likely. This is why $V_{t=k} > \hat{p}^{k}$: the product of correlated draws exceeds the product of their marginal probabilities.

Step 5 -- Special case $t = \lceil k/2 \rceil$ (strict majority).

The price is:

$V_{\text{maj}} = \sum_{j=\lceil k/2 \rceil}^{k} \binom{k}{j} \frac{B(\alpha + j, \; \beta + k - j)}{B(\alpha, \beta)}$

No single-product simplification exists in general, but there is a useful symmetry. Swapping $\alpha \leftrightarrow \beta$ maps $P(X = j)$ to $P(X = k - j)$. So when $\alpha = \beta$ (symmetric posterior, i.e., $a + H = b + n - H$):

  • If $k$ is odd, the distribution of $X$ is symmetric about $k/2$, so $P(X \geq \lceil k/2 \rceil) = 1/2$ and $V = 1/2$.
  • If $k$ is even, $\lceil k/2 \rceil = k/2$ when $k$ is even, so the "majority" threshold includes the exact tie $j = k/2$. By symmetry, $V = (1 + P(X = k/2))/2 > 1/2$.

In both cases the price is near

/2$, as you would expect when you have no directional view on the coin.

Answer:

$V = \sum_{j=t}^{k} \binom{k}{j} \frac{B(a + H + j, \; b + n - H + k - j)}{B(a + H, \; b + n - H)}$

For $t = k$: $\;V = \displaystyle\prod_{i=0}^{k-1} \frac{a + H + i}{a + b + n + i}$.

For $t = \lceil k/2 \rceil$ with symmetric posterior ($a + H = b + n - H$): $V = 1/2$ when $k$ is odd.

Intuition

This problem illustrates the core Bayesian pricing paradigm: when a model parameter is uncertain, you do not plug in a point estimate -- you integrate over the full posterior. The resulting Beta-Binomial distribution is over-dispersed relative to a plain Binomial with fixed $p$, meaning the tails are fatter. In practice, extreme-threshold contracts are worth more than a naive plug-in suggests (the Polya urn product exceeds the plug-in power $\hat{p}^{k}$), while moderate-threshold contracts can be worth slightly less. This is the same principle behind why options tend to be priced with fatter tails than a simple model implies -- parameter uncertainty inflates tail risk.

The Polya urn interpretation for the $t = k$ case is worth remembering beyond this problem. Each successive flip is positively correlated with the previous ones because they share the latent bias $p$. This positive exchangeable correlation shows up constantly in Bayesian models -- correlated defaults in credit risk, contagion effects in market microstructure, and streaky performance in sports analytics. Whenever you see exchangeable but not independent trials, think Beta-Binomial. And in an interview, always lead with the plug-in estimate before diving into the exact Bayesian machinery -- it shows you can think on your feet and calibrate your intuition before grinding through math.

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