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juniuss
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Posts: 5
Joined: August 16th, 2018, 9:28 am

Barrier option Dynamic Hedging - Taleb

August 16th, 2018, 9:34 am

In the book of Dynamic Hedging - Taleb
In chapter of Barrier option, 

It says unless otherwise mentioned, barrier option style is european.

i thought it means exercise style is european option, then how about barrier observation style?
is it assuming continuous monitoring or only on expiry monitoring?
i`m not sure. 

any helper? thanks.     
 
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bearish
Posts: 5186
Joined: February 3rd, 2011, 2:19 pm

Re: Barrier option Dynamic Hedging - Taleb

August 16th, 2018, 9:40 am

In the book of Dynamic Hedging - Taleb
In chapter of Barrier option, 

It says unless otherwise mentioned, barrier option style is european.

i thought it means exercise style is european option, then how about barrier observation style?
is it assuming continuous monitoring or only on expiry monitoring?
i`m not sure. 

any helper? thanks.     
Unless otherwise specified, you should assume that it is continuously monitored.