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- W4327722654 abstract "The paper considers a specific type of such financial instrument as an option, namely an exotic barrier call option of the European type. Exotic options are gaining popularity among ordinary investors due to the development of information and telecommunication technologies, thanks to which such specific financial instruments as options have become readily available. We investigate the hedging problem for such options with some restrictions on the payment function and the availability of dividend payment on a risky asset in the classical Black-Scholes model. An analogue of the Black-Scholes formula for the mentioned variant of the exotic barrier is proved. In the future, it is planned to generalize the obtained results for put options and for more general payment functions." @default.
- W4327722654 created "2023-03-18" @default.
- W4327722654 creator A5087287116 @default.
- W4327722654 date "2023-03-17" @default.
- W4327722654 modified "2023-09-30" @default.
- W4327722654 title "The Black-Scholes Exotic Barrier Option Pricing Formula" @default.
- W4327722654 doi "https://doi.org/10.31586/jml.2023.604" @default.
- W4327722654 hasPublicationYear "2023" @default.
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