Multi-step double barrier options
Author:
Publisher
Elsevier BV
Subject
Finance
Reference15 articles.
1. Probability of multiple crossings and pricing of double barrier options;Choe;North Am. J. Econ. Finance,2014
2. Structuring, pricing and hedging double-barrier step options;Davydov;J. Comput. Finance,2002
3. Pricing and hedging double-barrier options: a probabilistic approach;Geman;Math. Finance,1996
4. Option pricing by Esscher transforms;Gerber;Trans. Soc. Actuaries,1994
5. Step double barrier options;Guillaume;J. Derivatives,2010
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1. Pricing first-touch digitals with a multi-step double boundary and American barrier options;Finance Research Letters;2024-01
2. The pricing and static hedging of multi-step double barrier options;Finance Research Letters;2023-07
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4. Generalized two-barrier proportional step options;Finance Research Letters;2023-01
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