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Discrete Chained Barrier Option

A chained option (chained barrier option) that is embedded with the feature of discrete monitoring (discrete chained barrier option). Similar...

Chained Option

A type of barrier option in which another barrier option is initiated when one or two preset barriers are hit/...

Chained Barrier Option

A type of barrier option in which another barrier option is initiated when one or two preset barriers are hit/...

Discrete Barrier Cap

A discrete barrier option which places a barrier cap on its underlying movements. A discrete barrier cap is similar to…

Discrete Barrier Option

A barrier option in which the barrier level is only monitored discretely at specific dates, rather than continuously. In practice,...