Science Publications

Sign Up
Sign In
Submit
World Journal of Medical Microbiology
Cite This Article Share Download PDF XML
  1. Home
  2. Journals
  3. World Journal of Medical Microbiology
  4. Archive
  5. Volume 1, Issue 1, 2023
  6. Article
Article Open Access March 16, 2023

The Black-Scholes Exotic Barrier Option Pricing Formula

Ivan H. Krykun 1,*
1
Department of Theory of Control Systems of Institute of Applied Mathematics and Mechanics of NAS of Ukraine, Sloviansk, Ukraine
Publihed in: World Journal of Medical Microbiology (Volume 1, Issue 1, 2023)
Page(s): 10-18
DOI: 10.31586/jml.2023.604
Received
January 20, 2023
Revised
February 28, 2023
Accepted
March 15, 2023
Published
March 16, 2023
Keywords
Black-Scholes Model; Financial Market; Exotic Barrier Option; Payment Function; Pricing; Hedging.
Creative Commons

This is an Open Access article, distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution and reproduction in any medium or format, provided the original work is properly cited.
Copyright: Copyright © The Author(s), 2023. Published by Scientific Publications
Article metrics
Views
2084
Downloads
245

Cite This Article

APA Style
Krykun, I. H. (2023). The Black-Scholes Exotic Barrier Option Pricing Formula. World Journal of Medical Microbiology, 1(1), 10-18. https://doi.org/10.31586/jml.2023.604
ACS Style
Krykun, I. H. The Black-Scholes Exotic Barrier Option Pricing Formula. World Journal of Medical Microbiology 2023 1(1), 10-18. https://doi.org/10.31586/jml.2023.604
Chicago/Turabian Style
Krykun, Ivan H.. 2023. "The Black-Scholes Exotic Barrier Option Pricing Formula". World Journal of Medical Microbiology 1, no. 1: 10-18. https://doi.org/10.31586/jml.2023.604
AMA Style
Krykun IH. The Black-Scholes Exotic Barrier Option Pricing Formula. World Journal of Medical Microbiology. 2023; 1(1):10-18. https://doi.org/10.31586/jml.2023.604 
@Article{wjmm604,
AUTHOR = {Krykun, Ivan H.},
TITLE = {The Black-Scholes Exotic Barrier Option Pricing Formula},
JOURNAL = {World Journal of Medical Microbiology},
VOLUME = {1},
YEAR = {2023},
NUMBER = {1},
PAGES = {10-18},
URL = {https://www.scipublications.com/journal/index.php/JML/article/view/604},
ISSN = {2836-4333},
DOI = {10.31586/jml.2023.604},
ABSTRACT = {The paper considers a specific type of such financial instrument as an option, namely an exotic barrier call option of the European type. Exotic options are gaining popularity among ordinary investors due to the development of information and telecommunication technologies, thanks to which such specific financial instruments as options have become readily available. We investigate the hedging problem for such options with some restrictions on the payment function and the availability of dividend payment on a risky asset in the classical Black-Scholes model. An analogue of the Black-Scholes formula for the mentioned variant of the exotic barrier is proved. In the future, it is planned to generalize the obtained results for put options and for more general payment functions.},
}
%0 Journal Article
%A Krykun, Ivan H.
%D 2023
%J World Journal of Medical Microbiology

%@ 2836-4333
%V 1
%N 1
%P 10-18

%T The Black-Scholes Exotic Barrier Option Pricing Formula
%M doi:10.31586/jml.2023.604
%U https://www.scipublications.com/journal/index.php/JML/article/view/604

TY  - JOUR
AU  - Krykun, Ivan H.
TI  - The Black-Scholes Exotic Barrier Option Pricing Formula
T2  - World Journal of Medical Microbiology
PY  - 2023
VL  - 1
IS  - 1
SN  - 2836-4333
SP  - 10
EP  - 18
UR  - https://www.scipublications.com/journal/index.php/JML/article/view/604
AB  - The paper considers a specific type of such financial instrument as an option, namely an exotic barrier call option of the European type. Exotic options are gaining popularity among ordinary investors due to the development of information and telecommunication technologies, thanks to which such specific financial instruments as options have become readily available. We investigate the hedging problem for such options with some restrictions on the payment function and the availability of dividend payment on a risky asset in the classical Black-Scholes model. An analogue of the Black-Scholes formula for the mentioned variant of the exotic barrier is proved. In the future, it is planned to generalize the obtained results for put options and for more general payment functions.
DO  - The Black-Scholes Exotic Barrier Option Pricing Formula
TI  - 10.31586/jml.2023.604
ER  -