Single Fixing Barrier Fade Option Valuation

A Single Fixing Single Barrier Fade In Option gives a European payoff at expiry if a contractually fixed single barrier has been knocked on a specified single fixing (observation) date and gives nothing if otherwise. The “Out” version gives nothing if the barrier is knocked and a European payoff otherwise.

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

Keywords

Impact byBIP!

	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).	0
	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.	Average
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Average
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average