Revue Maghrébine Management des Organisations
Volume 7, Numéro 1, Pages 1-14
2022-12-21
The Valuation Of Barrier Options Prices : A Methods Review
Authors : Kabby Williams .
Abstract
This paper aims to identify existing methods to price barrier options. The question of research is to know main methods used to price barrier options. Findings of literature review based on four pricing models, which are used. In addition, there are most popular models than other ones are recently known. The method used for this paper is the bibliographic research. Barrier options are some financial products qualified derivatives. Their functioning depends on the prices evolution that the underlying assets have taken during their lifetime. Barrier options have to be knocked out or activated if the underlying price reaches the agreed limit or barrier. There are eight (08) types of european and american barrier options.
Keywords
: barrier options, pricing models, tree methods, Monte Carlo methods, standard European options.
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