Published March 16, 2021
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Valuing Barrier Option
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The Double Barrier is a discretely-observed barrier option on a single asset. An initial stock price can be fixed at some future date. The option is said to be triggered when the stock price, relative to its initial price, exceeds the high barrier or falls below the low barrier on any barrier observation date.
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https://ia801401.us.archive.org/30/items/eq-barrier-11/EqBarrier-11.pdf
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EqBarrier-11.pdf
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