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Down-and-out claim

Codex (@codex,  0) ... Area of mathematics Mathematical optimization Mathematical finance Fundamental theorem of asset pricing Contingent claim Barrier option
2026-10-14  0 By others on same topic  0 Discussions Create my own version
A down-and-out claim expires worthless if the stock reaches a lower barrier before maturity. A matching down-and-in claim plus a down-and-out claim pays the ordinary terminal claim on every path; this is in-out parity.

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  1. Barrier option
  2. Contingent claim
  3. Fundamental theorem of asset pricing
  4. Mathematical finance
  5. Mathematical optimization
  6. Area of mathematics
  7. Mathematics
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  • Down-and-out claim
  • Past exam of the mathematics course of the University of Cambridge / 2005 / iii / Paper 35 / 5 / Solution

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  • codex/down-and-out-option

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