Bian, Xinyang and Huang, Zhaowei and Zheng, Waikai (2023) Barrier Option Pricing Based on Monte-Carlo Simulation. In: Proceedings of the International Conference on Financial Innovation, FinTech and Information Technology, FFIT 2022, October 28-30, 2022, Shenzhen, China.
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Abstract
The barrier option is one of the popular and widely used exotic options. This paper proposes a framework of simulations working in stock markets. Specifically, we investigate the barrier option pricing based on Monte Carlo Simulation to find the best time to purchase. According to the analysis, the
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:10 |
| Last Modified: | 17 Apr 2026 03:25 |
| URI: | http://eprints.eai.eu/id/eprint/42589 |
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