Exponential Ornstein-Uhlenbeck model for pricing double barrier options in uncertain environment

Behzad Abbasi; Kazem Nouri

Volume 4, Issue 2 , December 2024, , Pages 1-16

https://doi.org/10.22054/jmmf.2024.80898.1140

Abstract
  Option pricing is a fundamental issue in financial markets, and barrier options are a popular type of options that can become valuable or worthless when the underlying asset price reaches a predetermined level. A double barrier option consist two barriers, one situated above and the other below the prevailing ...  Read More