TY  - JOUR
AB  - The payoffs of exotic options (e.g., up‐and‐out call options) are dependent on the time‐path of asset prices rather than the price of the asset at a fixed point in time. The authors of this article compare various models for calibrating volatility surfaces in order to price up‐and‐out call options.
VL  - 4
IS  - 2
SN  - 1526-5943
DO  - 10.1108/eb022961
UR  - https://doi.org/10.1108/eb022961
AU  - HIRSA ALI
AU  - COURTADON GEORGES
AU  - MADAN DILIP B.
PY  - 2003
Y1  - 2003/01/01
TI  - The Effect of Model Risk on the Valuation of Barrier Options
T2  - The Journal of Risk Finance
PB  - MCB UP Ltd
SP  - 47
EP  - 55
Y2  - 2024/04/25
ER  -