The Double Barrier is a discretely-observed barrier option on a single asset. An initial stock price can be fixed at some future date. The option is said to be triggered when the stock price, relative to its initial price, exceeds the high barrier or falls below the low barrier on any barrier observation date.https://ia903403.us.archive.org/20/items/eq-barrier-11/EqBarrier-archive.pd
The paper analyzes a barrier exchange option that is knocked out the first time the two underlying a...
This paper develops two novel methodologies for pricing and hedging European-style barrier option co...
Double barrier options have become popular instruments in derivative markets. Several papers_new hav...
The Double Barrier is a discretely-observed barrier option on a single asset. An initial stock price...
An FX Double Window Double Barrier option can be seen as a special case of a complex barrier option,...
International audienceThis paper examines a path-dependent contingent claim called the window double...
International audienceDouble barrier options have been traded for a long time in the markets and the...
Barrier options are set up conditionally, so that within the life of the option, a barrier may or ma...
AbstractThis paper studies a new type of barrier options where a regular barrier option comes into e...
In this paper, we investigate the role of reduced available information on the valuation of single a...
Double barrier options can be statically hedged by a portfolio of single barrier knockin options. Th...
Abstract. We determine the price of digital double barrier options with an arbitrary number of barri...
Barrier options have become increasingly popular over the last few years. Less expensive than standa...
[[abstract]]Barrier options are the most popular derivatives used for hedging or speculating in fina...
In this paper we address the pricing of double barrier options. To derive the density function of th...
The paper analyzes a barrier exchange option that is knocked out the first time the two underlying a...
This paper develops two novel methodologies for pricing and hedging European-style barrier option co...
Double barrier options have become popular instruments in derivative markets. Several papers_new hav...
The Double Barrier is a discretely-observed barrier option on a single asset. An initial stock price...
An FX Double Window Double Barrier option can be seen as a special case of a complex barrier option,...
International audienceThis paper examines a path-dependent contingent claim called the window double...
International audienceDouble barrier options have been traded for a long time in the markets and the...
Barrier options are set up conditionally, so that within the life of the option, a barrier may or ma...
AbstractThis paper studies a new type of barrier options where a regular barrier option comes into e...
In this paper, we investigate the role of reduced available information on the valuation of single a...
Double barrier options can be statically hedged by a portfolio of single barrier knockin options. Th...
Abstract. We determine the price of digital double barrier options with an arbitrary number of barri...
Barrier options have become increasingly popular over the last few years. Less expensive than standa...
[[abstract]]Barrier options are the most popular derivatives used for hedging or speculating in fina...
In this paper we address the pricing of double barrier options. To derive the density function of th...
The paper analyzes a barrier exchange option that is knocked out the first time the two underlying a...
This paper develops two novel methodologies for pricing and hedging European-style barrier option co...
Double barrier options have become popular instruments in derivative markets. Several papers_new hav...
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