| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 6419271 | Journal of Mathematical Analysis and Applications | 2012 | 11 Pages |
Abstract
This paper studies a new type of barrier options where a regular barrier option comes into existence in the event that the underlying asset price first crosses specified barrier levels. We derive closed form formulas for the prices via the reflection principle and provide numerical results to illustrate the properties of our solutions with respect to option parameters.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Doobae Jun, Hyejin Ku,