AL-FAGIH, LULUWAH - In: International Journal of Theoretical and Applied … 18 (2015) 02, pp. 1550008-1
the stock price equals a contract drift. Should the option holder believe the true drift of the stock price to be … losses. In this paper, we focus on the knock-out put option with an up barrier. We derive a closed form expression for the … British knock-out put option. We spot some of the trends previously seen in Peskir & Samee (2011) but observe some behavior …