A Closer Look at Barrier Exchange Options

Author:

Brown Christine A.1,Handley John C.2,Palmer Ken3

Affiliation:

1. Christine A. Brown is a Professor of Finance at the Department of Accounting and Finance, Monash University, Victoria, Australia

2. John C. Handley is an Associate Professor of Finance at the Department of Finance, University of Melbourne, Melbourne, Victoria, Australia

3. Ken Palmer is a Professor of Mathematics at the Department of Financial and Computational Mathematics, Providence University, Taichung, Taiwan and an Adjunct Professor of Mathematics at the Department of Mathematics, National Taiwan University, Taipei, Taiwan

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference28 articles.

1. Empirical performance of alternative option pricing models;Bakshi;Journal of Finance,1997

2. A continuity correction for discrete barrier options;Broadie;Mathematical Finance,1997

3. Static hedging of exotic options;Carr;Journal of Finance,1998

4. The valuation of options for alternative stochastic processes;Cox;Journal of Financial Economics,1976

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2. G: Principles and Methods;World Banking Abstracts;2013-06

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