Pricing Onion Options: A Probabilistic Approach
نویسندگان
چکیده
منابع مشابه
Pricing and Hedging Double - Barrier Options : A Probabilistic Approach '
Barrier options have become increasingly popular over the last few years. Less expensive than standard options, they may provide the appropriate hedge in a number of risk management strategies. In the case of a single barrier option, the valuation problem is not very difficult (see Merton 193, Goldman-Sosin-Gatto 1979). The situation where the option gets knocked out when the underlying instrum...
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ژورنال
عنوان ژورنال: International Journal of Financial Research
سال: 2013
ISSN: 1923-4031,1923-4023
DOI: 10.5430/ijfr.v4n4p11