Pricing Onion Options: A Probabilistic Approach
Year of publication: |
2013
|
---|---|
Authors: | Upmann, Thorsten |
Published in: |
International Journal of Financial Research. - International Journal of Financial Research, Sciedu Press. - Vol. 4.2013, 4, p. 11-25
|
Publisher: |
International Journal of Financial Research, Sciedu Press |
Subject: | onion options | one-touch double barrier binary options | double-notouch options | arbitrage-free pricing | Black-Scholes model |
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