A closed-form formula for an option with discrete and continuous barriers (Q3083786)
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scientific article; zbMATH DE number 5869563
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| English | A closed-form formula for an option with discrete and continuous barriers |
scientific article; zbMATH DE number 5869563 |
Statements
A Closed-Form Formula for an Option with Discrete and Continuous Barriers (English)
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23 March 2011
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analytical formula
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barrier option
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option pricing
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structured product
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0.7939577102661133
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0.7637869715690613
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0.763510525226593
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