Cross a barrier to reach barrier options
type: Item
instance of: scholarly article
title: Cross a barrier to reach barrier options
zbMATH Open document ID: 1233.91281
author: Doobae Jun
author: Hyejin Ku
published in: Journal of Mathematical Analysis and Applications
publication date: 2012-03-16T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 6015260
zbMATH Keywords: barrier option
zbMATH Keywords: hitting time
zbMATH Keywords: reflection principle
MaRDI profile type: Publication
full work available at URL: j.jmaa.2011.12.038
OpenAlex ID: W2030064313
cites work: PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
cites work: Window double barrier options
cites work: Pricing Options With Curved Boundaries1
cites work: Q4905685
cites work: Martingale methods in financial modelling.
DOI: 10.1016/J.JMAA.2011.12.038
description: scientific article; zbMATH DE number 6015260