AL-FAGIH, LULUWAH - In: International Journal of Theoretical and Applied … 18 (2015) 02, pp. 1550008-1
Following the economic rationale introduced by Peskir & Samee (2011, 2013) we present a new class of barrier options within the British payoff mechanism where the holder enjoys the early exercise feature of American type options whereupon his payoff (deliverable immediately) is the best...