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Derivatives




Window Double Barrier Option


A window barrier option that is subject to double barriers. In this option, the monitoring period (the window) starts after its inception (contract date) and terminates before its expiration date.

This option can be perceived as an extension of the forward-starting and early-ending double barrier options (rear window barrier options and front window barrier options).



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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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