EXOTIC BARRIER OPTIONS

Peter G. Zhang
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Peter G. Zhang: Capital Markets Research, Chase Manhattan Bank, USA

Chapter 11 in Exotic Options:A Guide to Second Generation Options, 1998, pp 257-332 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:INTRODUCTIONFLOATING BARRIER OPTIONSASIAN BARRIER OPTIONSFORWARD-START BARRIER OPTIONSFORCED FORWARD-START BARRIER OPTIONSEARLY-ENDING BARRIER OPTIONSWINDOW BARRIER OPTIONSOUTSIDE BARRIER OPTIONSOUTSIDE ASIAN BARRIER OPTIONSCORRIDOR OPTIONSBARRIER OPTIONS WITH TWO CURVED BARRIERSSUMMARY AND CONCLUSIONSQUESTIONS AND EXERCISESAPPENDIX

Date: 1998
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