All apps
Lookback & barrier — concept
About this app
One excursion above the threshold wipes the payoff: up-and-out call with barrier B, KO marker at the touch point, €0 despite ending in the money — next to it the lookback that buys at the path low (running-min line). Debunks “only the final price matters”: the path extreme decides.
Subject: Financial derivatives
More from Financial derivatives
- Asian option — details
- Asian option — concept
- Exercise styles — details
- Exercise styles — concept
- Binomial tree — details
- Binomial tree — concept
- Cap / floor / collar — concept
- Credit default swap — details
A VisuApp by heyprof: interactive, free in your browser, no sign-up. What is a VisuApp? · All apps