Edokko options: A new framework of barrier options

Asia-Pacific Financial Markets

Volumn 9, Issue 2, 2002, Pages 141-151

  Fujita, Takahiko ^a   Miura, Ryozo ^a  

^a HITOTSUBASHI UNIVERSITY   (Japan)

Author keywords

Barrier option; Black Scholes model; Delayed Barrier option; Edokko option; Option pricing; Parisian option; percentile option

Indexed keywords

EID: 21644464869     PISSN: 13872834     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022294204470     Document Type: Article

References (11)

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