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Hi,I'm working out the problem of static hadging of such double barrier option:One of the barriers is monitored through whole lifetime of the option. Second one is observed only at expiration date. Both barriers luckily are of the same type, I mean in or out.My job is to hadge such an option statically with options whose barriers are single or double, and are observed in the same windows.I found paper by Alessandro Sbuelz "Hedging double barriers with singles" dealing with quite similar problem. Maybe someone has different ideas apart from that mentioned in that source?All comments and refferences would be precious.Rgds,Matthew

Have you seen this Peter Carr paper?Static Hedging Exotic Options

unfortunatly I can't access that article. Could you email it to me??rgds,Matt

hi, i dont have an answer or ideas for your doubts, but a question: this kind of option have delta bigger than 1? how can i synthecize an option with single knock-in barrier? do you have any book or paper as reference? really thanks....

i downloaded this paper... whats your e-mail?

my email is: helgus1@wp.plCaccoas, have you the "static hegding exotic options" or commonly availble "static hegding standard options"??regards,Matt

Matthew, re static hedging a double barrier, here's another paper you might find helpful:Exotic Options: Proofs Without Formulas

if one of the barriers is only observed at expiry better to think of it as a single barrier option with a complicated pay-off. Have you read the chapter in my book "concepts etc" on static replication?