Soluciones Holísticas para InterNet
EQUITY AND FX DERIVATIVES
Barrier
Double Barrier Options
Ikeda and Kunitomo (1992)
Barrier Monitoring Double Barrier Options Barrier Monitoring
Options
Option Type Up/Down and In
Call (ci)
0.0
 Continuous
Asset Price Up/Down and In
Put(pi)
0.0
 Hourly
Strike Price Up/Down and Out
Call (co)
0.0
 Daily
Lower Barrier Up/Down and Out
Put (po)
0.0
 Weekly
Upper Barrier Delta
0.0
 Monthly
Time to Maturity Gamma
0.0
Risk Free Rho
0.0
DivYield Theta
0.0
Volatility Vega
0.0