A partial time barrier option where the monitoring period starts at some time into the option’s lifespan and ends at expiration. The barrier level (cap barrier or floor barrier) can be set either at inception or at the forward start date in terms of the spot price. The payoff is a function of the spot price at the time the barrier is broken through.
Derivatives
Derivatives have increasingly become very important tools in finance over the last three decades. Many different types of derivatives are now traded actively on ...
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