-
Pricing Barrier Option
- Author(s):
- Tim Xiao (see profile)
- Date:
- 2021
- Group(s):
- Business Management
- Subject(s):
- Economics
- Item Type:
- Presentation
- Tag(s):
- single barrier, double barrier
- Permanent URL:
- http://dx.doi.org/10.17613/nqjq-1840
- Abstract:
- Barrier options are set up conditionally, so that within the life of the option, a barrier may or may not be reached. The barrier option is dependent on an “extreme” price, either high or low, attained by the underlying. If a barrier is reached, or touched, the constraints are triggered.
- Notes:
- https://gitlab.com/cmrm11/eqbarrier/-/raw/master/EqBarrier-11.pdf
- Metadata:
- xml
- Status:
- Published
- Last Updated:
- 2 years ago
- License:
- All-Rights-Granted
eqbarrier-11.pdf