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- W2247686090 abstract "In this note we discuss and summarize the valuation methodology for Double barrier Cash or Nothing Options. We start off by briefly defining vanilla binary options and ordinary and double barrier options. We then move on to the valuation and price dynamics of the option at hand. After that we list the formulas for the Greeks and discuss their dynamics. Lastly we take a look at the asymptotes if one of the barriers disappears or falls away." @default.
- W2247686090 created "2016-06-24" @default.
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- W2247686090 date "2009-01-01" @default.
- W2247686090 modified "2023-09-24" @default.
- W2247686090 title "Double Barrier Cash or Nothing Options: A Short Note" @default.
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- W2247686090 doi "https://doi.org/10.2139/ssrn.2198426" @default.
- W2247686090 hasPublicationYear "2009" @default.
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