Bumping Up Against the Barrier with the Binomial Method

Phelim P. Boyle; Sok Hoon Lau

doi:10.3905/jod.1994.407891

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Bumping Up Against the Barrier with the Binomial Method

Phelim P. Boyle and Sok Hoon Lau

The Journal of Derivatives Summer 1994, 1 (4) 6-14; DOI: https://doi.org/10.3905/jod.1994.407891

Phelim P. Boyle

Professor of financial economics in the School of Acrountancy of the University of Waterloo in Waterloo, Ontario, Canada.

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Sok Hoon Lau

A graduate student at the University of Waterloo.

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Bumping Up Against the Barrier with the Binomial Method

Phelim P. Boyle, Sok Hoon Lau

The Journal of Derivatives May 1994, 1 (4) 6-14; DOI: 10.3905/jod.1994.407891

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Bumping Up Against the Barrier with the Binomial Method

Phelim P. Boyle, Sok Hoon Lau

The Journal of Derivatives May 1994, 1 (4) 6-14; DOI: 10.3905/jod.1994.407891

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Analytical Valuation of Exotic Double Barrier Options
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