A barrier chooser lookback option that is associated with digitality, i.e., a feature giving a fixed payoff if the underlying price (rate) is below or above a certain level. Otherwise, the option gives no payoff. In other words, a digital barrier chooser lookback option is an option that comes with a number of features: lookback period, type selectability (call/ put), barrier condition, and digitality.
This website uses cookies so that we can provide you with the best user experience possible. Cookie information is stored in your browser and performs functions such as recognising you when you return to our website and helping our team to understand which sections of the website you find most interesting and useful.
Comments