Analytic solution for American barrier options with two barriers

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Analytic solution for American barrier options with two barriers

Article history: Received 24 November 2012 Available online 27 August 2014 Submitted by A. Sulem

متن کامل

Pricing External-chained Barrier Options with Exponential Barriers

Abstract. External barrier options are two-asset options with stochastic variables where the payoff depends on one underlying asset and the barrier depends on another state variable. The barrier state variable determines whether the option is knocked in or out when the value of the variable is above or below some prescribed barrier level. This paper derives the explicit analytic solution of the...

متن کامل

Valuation of American partial barrier options

This paper concerns barrier options of American type where the underlying asset price is monitored for barrier hits during a part of the option’s lifetime. Analytic valuation formulas of the American partial barrier options are provided as the finite sum of bivariate normal distribution functions. This approximation method is based on barrier options along with constant early exercise policies....

متن کامل

A Discrete Time Approach for European and American Barrier Options

The extension of the Black{Scholes option pricing theory to the valuation of barrier options is reconsidered. Working in the binomial framework of CRR we show how various types of barrier options can be priced either by backward induction or by closed binomial formulas. We also consider analytically and numerically the convergence of the prices in discrete time to their continuous{time limits. ...

متن کامل

Probabilistic Solution of the American Options

The existence and uniqueness of probabilistic solutions of variational inequalities for the general American options are proved under the hypothesis of hypoellipticity of the infinitesimal generator of the underlying diffusion process which represents the risky assets of the stock market with which the option is created. The main tool is an extension of the Itô formula which is valid for the te...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Mathematical Analysis and Applications

سال: 2015

ISSN: 0022-247X

DOI: 10.1016/j.jmaa.2014.08.047