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Initial asset price - PowerPoint PPT Presentation

7-3 Knock-out Barrier Option

7-3 Knock-out Barrier Option. ??? ???. ???????????????? ( ? ) ????? ??????????????????? ( ?? ) ? ? knock-out (knock-in) option ? ???????????????. 7.3.1 Up-and-Out Call. Our underlying risky asset is geometric Brownian motion: Consider a European call, T ? expiring time K ? strike price

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Initial asset price - PowerPoint PPT Presentation

7-3 Knock-out Barrier Option