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Barrier in-out parity

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created by: Thijs van den Berg (http://www.sitmo.com)
Barrier in-out parity equation

The barrier in-out parity relation is quite simple: having both a 'in' and 'out' option ensures that is one option gets knocked-out the other will be knocked-in.

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Best-of-two, spread option parity »  
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Call-put parity, Rainbow best-of-two »  
Call-put parity, Rainbow worst-of-two »  
Call-Put Parity, Vanilla Option »  
Worst-of-two, spread option parity »  
Worst-of-two-and-cash / Rainbow option parity »  
Main Equations Index »
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