Window Double Barrier Option

Technical Analysis
Technical Analysis
May 1, 2022
Derivatives
Partial Window Double Barrier Option
May 1, 2022

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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