• COUNT DOWN TO THE 2026 US QUANTNET RANKINGS

Close form formula Reverse Knock Out Option

  • Thread starter Thread starter voguya
  • Start date Start date
V

voguya

Joined
7/13/11
Messages
2
Points
11
Is there a close form formula to price a Reverse Knock Out FX Option?
Thanks
 
You must log in or register to reply here.

Similar threads

P
From Formula One to Quant positions.. How?
Replies
2
Views
4K
Daniel Duffy
Daniel Duffy
Quasar Chunawala
Pricing a down-and-in barrier call option using the combinatorial formula
Replies
9
Views
8K
Quasar Chunawala
Quasar Chunawala
quantlego
Black Sholes formula vs Black formula
Replies
4
Views
2K
pingu
pingu
N
Jarrow-Rudd formula
Replies
2
Views
2K
nilakantan n s
N
Y
Close alternatives to purely Quant positions for aspiring quants?
Replies
3
Views
3K
winstontj
W
Back
Top Bottom