Does a down-and-out call become more valuable or less valuable as we increase the frequency with which

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Does a down-and-out call become more valuable or less valuable as we increase the frequency with which we observe the asset price in determining whether the barrier has been crossed? What is the answer to the same question for a down-and-in call?

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Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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Question Posted: Jan 20, 2016 09:04 AM

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Does a down-and-out call become more valuable or less valuable as we increase the frequency with which

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Fundamentals of Futures and Options Markets

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