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A barrier option is an option that its payoff depending on whether the underlying asset’s price reaches a certain price level H called ”barrier”. Analytically, to price single barrier option, we assume that the asset price is continuously monitored. But in the market, the asset pr...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/19978 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |