![]() ![]() We also discuss the practical issues related to barrier options, such as the advantages they provide to the buyer as well as to the writer, and consider practical issues behind valuation. Pitfalls arising from a naïve application of standard option valuation techniques to barrier options are pointed out. ![]() The significance of monitoring is considered, for example the difference between continuous monitoring and discrete monitoring. Exotic Options: Pricing Path-Dependent single Barrier Option contracts Abukar M Ali Mathematics and Statistics Department Birkbeck, University of LondonĪbstract This paper discusses the basic properties of barrier options and an analytical solution for pricing such contracts. ![]()
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