RB_CH02_Q034. Double-barrier knock-out vs sum of up-and-out and down-and-out
difficulty ·answer type: boolean·✓Not solved
Problem
Is the price of a double-barrier, knock-out option (i.e. one with both up-and-out and down-and-out barriers) just the price of an up-and-out plus the price of a down-and-out?
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