-
Two Asset Barrier Option
- Author(s):
- David Lee (see profile)
- Date:
- 2023
- Group(s):
- Business Management
- Subject(s):
- Economics, Finance
- Item Type:
- Report
- Tag(s):
- Barrier option, asset pricing, valuation model
- Permanent URL:
- https://doi.org/10.17613/egkp-mq23
- Abstract:
- A two-asset barrier option is a European style option whose value is determined by two underlying assets. One asset, S1, determines the payoff function, and the other, S2, knocks the option in or out if the S2 value crosses the barrier.
- Notes:
- https://www.calameo.com/accounts/5586979
- Metadata:
- xml
- Status:
- Published
- Last Updated:
- 1 month ago
- License:
- All-Rights-Granted
twoassetbarrier.pdf