Barrier options#
Options that die or come alive when the price touches a level: Merton’s image solution, the Reiner-Rubinstein family of closed forms, double barriers and the correction for barriers checked only at discrete dates.
Options that die or come alive when the price touches a level: Merton’s image solution, the Reiner-Rubinstein family of closed forms, double barriers and the correction for barriers checked only at discrete dates.
