Barrier options are the options that are automatically created (knock-in) or cancelled (knock-out) when a limit price (barrier) is passed. They can be concluded on exchange rates (barrier currency option) or interest rates (barrier interest rateoption).
Barrier option((See Chapter 49 of the Vernimmen))
Barrier options are the options that are automatically created (knock-in) or cancelled (knock-out) when a limit price (barrier) is passed. They can be concluded on exchange rates (barrier currency option) or interest rates (barrier interest rateoption).
Barrier options are the options that are automatically created (knock-in) or cancelled (knock-out) when a limit price (barrier) is passed. They can be concluded on exchange rates (barrier currency option) or interest rates (barrier interest rateoption).