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Static hedging and pricing American knock-in put options

✍ Scribed by San-Lin Chung; Pai-Ta Shih; Wei-Che Tsai

Book ID
115547857
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
631 KB
Volume
37
Category
Article
ISSN
0378-4266

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πŸ“œ SIMILAR VOLUMES

Knock-in American options
Knock-in American options
✍ Min Dai; Yue Kuen Kwok πŸ“‚ Article πŸ“… 2003 πŸ› John Wiley and Sons 🌐 English βš– 128 KB

## Abstract A knock‐in American option under a trigger clause is an option contract in which the option holder receives an American option conditional on the underlying stock price breaching a certain trigger level (also called barrier level). We present analytic valuation formulas for knock‐in Ame