European Knock-In Barrier Options Bid-Ask Prices
The article introduces a new method to calculate bid-ask prices of European knock-in barrier options, taking into account market liquidity.
Featured in No. 89 on 20 Mar 2025 · 22 days after release
- Released
- 26 Feb 2025
- First featured
- No. 89 · 20 Mar 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 17
- Identifier
- SSRN 5156258
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