Pricing an accumulator with continuous or discrete barrier

Keyphrases

• Market Value 100%
• Discrete Barrier 100%
• Payoff 66%
• Copyright 33%
• Path Dependence 33%
• Low Interest Rate Environment 33%
• Institutional Investors 33%
• Buyers 33%
• Issuer 33%
• Smallholders 33%
• Strike Price 33%
• Contract Price 33%
• Fixed Price 33%
• Stock Index 33%
• Current Market 33%
• Specific Assets 33%
• Purchase Quantity 33%
• Fiduciary 33%
• Risk-based Security 33%
• Investment Product 33%
• Pension Funds 33%

Social Sciences

• Contract Law 100%
• Investors 75%
• Market Price 75%
• Interest Rate 25%
• Institutional Investor 25%
• Pension Fund 25%

Economics, Econometrics and Finance

• Investors 100%
• Institutional Investor 33%
• Stock Index 33%