Published November 5, 2022
| Version v1
Presentation
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FX Double Window Double Barrier Option Model
Creators
Description
An FX Double Window Double Barrier option can be seen as a special case of a complex barrier option, where we can have multiple single and double partial barrier (partial barrier meaning: the barrier is effective only on a subinterval of the full option term).
Notes
https://finpricing.com/lib/EqBarrier.html
Files
DoubleWindowDoubleBarrierOption.pdf
Files
(179.5 kB)
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