𝔖 Bobbio Scriptorium
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On Pricing Exponential Square Root Barrier Knockout European Options

✍ Scribed by Mayumi Morimoto; Hajime Takahashi

Book ID
110403722
Publisher
Springer
Year
2002
Tongue
English
Weight
158 KB
Volume
9
Category
Article
ISSN
1573-6946

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✍ Hwa-Sung Kim; Jangkoo Kang; Jeongwoo Shin 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 77 KB

## Abstract Câmara A. and Wang Y.‐H. (2010) introduce a simple square root option pricing model where the square root of the stock price is governed by a normal distribution. They show that their three‐parameter option pricing model can outperform the Black–Scholes option pricing model. We demonstr