An option contract that generates a predetermined return if the underlying security trades within a specified trading range until the expiration of the option. Alternatively, the option will also payout if the price of the security reaches either end of the trading range.
Related information about double barrier option:
- Double Barrier Option Definition | Investopedia
An option with two distinct triggers that define the allowable range for the price fluctuation of the underlying asset. In order for the investor to receive a payout, ...
- Double Barrier Options, Derivative WIKI, Resources | FINCAD
A double barrier option is a combination of two dependent knock-in or knock-out options. Learn key features of Double Barrier Options at FINCAD!
- Double barrier options - Department of Mathematics - The Hong ...
A double barrier option has two barriers, one above and the other below the current ... double barrier option contract specifies three different payoffs, which are ...
- Various types of double-barrier options - Risk.net
further improves the results in double-barrier option valuation. ... The formula for a double-barrier option is a linear combination of an infinite number of ...
- DOUBLE BARRIER OPTION
DOUBLE BARRIER OPTION. DESCRIPTION. A Double Barrier Option is a hybrid of the Barrier Option family. In order to receive the option payout, the ...
- Double Barrier Option - Financial Dictionary - The Free Dictionary
An option contract that may only be exercised if the price for the underlying asset remains within or breaks into a certain range. For example, a double barrier ...
- Pricing Double Barrier Options : An Analytical Approach - RePub
These papers deal, however, with only one type of double barrier option: double barrier knock-out calls and puts. In the markets a much wider variety of double ...
- What is double barrier option? definition and meaning
Definition of double barrier option: An option contract that generates a predetermined return if the underlying security trades within a specified trading range until ...