Valuation of Barrier Options with the Binomial Pricing Model
Derivatives are products of different nature which are becoming increasingly common in financial markets. In certain cases, determining the assessment criteria can sometimes be a difficult task. Specifically, this paper focuses on one type of exotic option: the barrier option. This option has to sat...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Accademia Piceno Aprutina dei Velati
2016-12-01
|
| Series: | Ratio Mathematica |
| Subjects: | |
| Online Access: | http://eiris.it/ojs/index.php/ratiomathematica/article/view/317 |