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Presentation . 2022
License: CC BY
Data sources: Datacite
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ZENODO
Presentation . 2022
License: CC BY
Data sources: Datacite
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FX Double Window Double Barrier Option Model

descriptionPublicationkeyboard_double_arrow_right Presentation 05 Nov 2022 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.7301762 , 10.5281/zenodo.7301763

FX Double Window Double Barrier Option Model

Abstract

An FX Double Window Double Barrier option can be seen as a special case of a complex barrier option, where we can have multiple single and double partial barrier (partial barrier meaning: the barrier is effective only on a subinterval of the full option term).

https://finpricing.com/lib/EqBarrier.html

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FX Double Window Double Barrier Option Model

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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