Relationship between Corridor Option and Window Corridor Option?

helgus1 · March 20th, 2006, 11:04 am

I'm working on some corridor option hedging. I wonder about any kind of relationship between Corridor Option (knock out, knock in) and same type of Window Corridor Option (with the same maturity, strike, etc), which barriers are till (or since) some time point before maturity.Any information would be precious for me, including refferences or Single Barier Option and its Window variation case.kind regard,Matt

helgus1 · March 21st, 2006, 7:27 am

I'm still looking for your help...rgds,Matt

helgus1 · March 24th, 2006, 6:52 am

Does no-one has any comments? Any piece of information is better that none.Rgds,Matt