20) Barrier options Flashcards
(5 cards)
1
Q
What are the main types of barrier options and why are they used
A
2
Q
How are barrier options priced using PDEs
A
3
Q
What are the boundary conditions for a down-and-out European put with barrier S = Sd and strike X
A
4
Q
What are the boundary conditions for an up-and-in European call with barrier S = Su and strike X
A
5
Q
What are the boundary conditions for a down-and-out European call with barrier S = Sd , strike X, and rebate Rb at expiry
A
