Search
Generic filters
Filter by Categories
Accounting
Banking

Derivatives




Multi-Asset Barrier Option


A path-dependent exotic option that has two or more assets as underlying. The option‘s barrier is placed on a number of underlying prices simultaneously. Therefore, the option will knock in or out when the underlyings breach the barrier altogether (at the same point in time). Because of the multiple assets involved, the diffusion process of a multi-asset barrier option is multi-dimensional. In general, this option can be subdivided into external barrier options and basket barrier options.



ABC
Derivatives have increasingly become very important tools in finance over the last three decades. Many different types of derivatives are now traded actively on ...
Watch on Youtube
Remember to read our privacy policy before submission of your comments or any suggestions. Please keep comments relevant, respectful, and as much concise as possible. By commenting you are required to follow our community guidelines.

Comments


    Leave Your Comment

    Your email address will not be published.*