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221(a) - Exotics- Reflection Principle
Stochastic Calculus for Finance 2
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34m
describes the reflection principle
Up Next in Stochastic Calculus for Finance 2
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221(b) - Exotics- Joint Density of Br...
Computes Joint Density of Brownian Motion with Drift and its Maximum
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221(c) - Exotics- Barrier Option (Par...
Computes closed form solution for up & out call option
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221(d) - Exotics- Barrier Option (Par...
Derives differential equation for up and out call
