Can I read Double Barrier Option Pricing Model on EtoBox?

Double Barrier Option Pricing Model by theodor_munteanu is a document available to read on EtoBox.

What is Double Barrier Option Pricing Model about?

This small document refers to VBA code for pricing double barrier call option (with knock-in / knock-out level). The knock-in condition is that the stock price exceeds a trigger level A for 10 days in a row. The knock-out condition is that the stock price falls below a trigger level B

Author

theodor_munteanu

Language

EN