Partial Window Double Barrier Option

Derivatives
Window Double Barrier Option
May 1, 2022
Derivatives
Stability Ratio
May 2, 2022

A window double barrier option that features combinations of single barriers before and after the double barrier. More specifically, in partial window double barrier options only part of the time interval (the window) during which barrier crossing is monitored contains a double barrier, while the rest of it is subject to single barriers.

This barrier option allow market participants to capitalize on hybrid or customized monitoring, depending on their hedging or investing needs.

Leave a Reply

Your email address will not be published. Required fields are marked *

Related Posts