Title:

In-Out Parity Relations for American-Style Barrier Options

Authors:

João Pedro Ruas (ISCTE - Instituto Universitário de Lisboa)
João Pedro Vidal Nunes (ISCTE - Instituto Universitário de Lisboa)
José Carlos Dias (ISCTE - Instituto Universitário de Lisboa)

Journal:

Journal Of Derivatives

Year:

2016

Volume:

23

Number:

4

Pages:

20-32

JEL code:

G13 - Contingent Pricing; Futures Pricing