Pricing two-asset alternating barrier options with icicles and their variations (Q2131928)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing two-asset alternating barrier options with icicles and their variations |
scientific article |
Statements
Pricing two-asset alternating barrier options with icicles and their variations (English)
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27 April 2022
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alternating barrier option
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icicled barrier option
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equity-linked products
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Brownian motion
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Esscher transform
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factorization formula
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