| 双障碍期权 |
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| 引用本文： | 李丽.双障碍期权[J].云南师范大学学报(自然科学版),2003,23(Z1):7-10. |
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| 作者姓名： | 李丽 |
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| 作者单位： | 云南师范大学金融研究中心,云南,昆明,650092 |
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| 摘 要： | 文章设计了一类在信息不对称的现实世界中极具吸引力的奇异期权--双障碍期权,并给出相应的定价公式.
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| 关 键 词： | 单障碍期权 双障碍期权 被击垮合同 |
The Bibarrier Option |
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| Abstract.The Bibarrier Option[J].Journal of Yunnan Normal University (Natural Sciences Edition),2003,23(Z1):7-10. |
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| Authors: | Abstract |
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| Abstract: | This article presents a new kind of exotic option--the bibarrier option. As its name shows, it is an option with two different barriers, and is designed to meet the need of people who have different prospects of the underlying asset. We find its pricing is as easy as that of the classic barrier options. |
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| Keywords: | monobarrier option bibarrier option down-and-out contract |
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