Main category
Humanities (Literature)
Abstract
The method for pricing the types of partial barrier options assumes that the underlying security follows geometric Brownian motion with constant drift and volatility. Furthermore the method is based on certain analytical pricing. We note that these formulas include certain bivariate cumulative normal distribution terms, which the method approximates using an analytical technique
Further reading
https://ia904704.us.archive.org/21/items/partialBarrier/partialBarrier.pdf
Do you have problems viewing the pdf-file? Download presentation
here
If the presentation contains inappropriate content, please
report the presentation. You will be redirected to the landing page.
