One-touch double barrier binary option values

Applied Financial Economics

Volumn 6, Issue 4, 1996, Pages 343-346

  Hui, Cho H ^a  

^a Citibank   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0344562688     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031096334141     Document Type: Article

References (5)

1. Black, F. and Scholes, M. (1973) The pricing of options and corporate liability, Journal of Political Economics, 81, 637-54.
2. Churchill, R. V. and Brown, J. W. (1985) Fourier Series and Boundary Value Problem, International Student Edition (McGraw-Hill, New York).
3. Rubinstein, M. and Reiner, E. (1991a) Breaking down the barriers, Risk Magazine, 4(8), 28-35.
4. Rubinstein, M. and Reiner, E. (1991b) Unscrambling the binary code, Risk Magazine, 4(9), 75-83.
5. Wilmott, P., Dewynne, J. and Howison, S. (1993) Option Pricing: Mathematical Models and Computation (Oxford Financial Press, Oxford).