Economics, Econometrics and Finance
7 years ago

New pricing model revolutionizes valuation of barrier options in finance markets.

DOAJ (DOAJ: Directory of Open Access Journals)
Valuation of Barrier Options with the Binomial Pricing Model
Salvador Cruz Rambaud, Ana María Sánchez Pérez

Paper Summary

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Barrier options, a type of financial derivative, can be tricky to evaluate. This study looks at a specific kind called barrier option cap and uses the binomial pricing model to determine its value. The researchers aim to delve deeper into how these options work and provide insights into their pricing.