Price the up-and-out binary barrier option with payoff $$ C:=mathbb{1}_{left{S_{T}>Kight}} mathbb{1}_{left{M_{0}^{T} K text { and } M_{0}^{T}
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Price the up-and-out binary barrier option with payoff
$$
C:=\mathbb{1}_{\left\{S_{T}>Kight\}} \mathbb{1}_{\left\{M_{0}^{T}
$$
at time $t=0$, with $K \leqslant B$.
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Related Book For
Introduction To Stochastic Finance With Market Examples
ISBN: 9781032288277
2nd Edition
Authors: Nicolas Privault
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