Chapter

Barrier Options

Tomas Björk

in Arbitrage Theory in Continuous Time

Published in print September 1998 | ISBN: 9780198775188
Published online November 2003 | e-ISBN: 9780191595981 | DOI: http://dx.doi.org/10.1093/0198775180.003.0013
 Barrier Options

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Barrier options are options that start to exist or cease to exist when the underlying stock hits a pre‐specified barrier value. We develop the standard formulas for barrier options.

Keywords: barrier options

Chapter.  7345 words. 

Subjects: Financial Markets

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