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Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Vadim Nikolaichuk
Model Representation of Pricing Barrier Options
Mathematics
(Bachelor’s programme)
2018
Barrier options are kind of exotic options. The options' main distinctive feature is a barrier which defines payoffs depending on cost of underlying asset. In this paper, we will show the derivation of the formula for the cost of the barrier option from the Black-Scholes equation. Also, a model for calculation of barrier options for an oil will be demonstrated.

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