Lu, Weidi; Han, Yuecai Pricing power double exponential barriers chained option. (Chinese. English summary) Zbl 1349.91281 Math. Pract. Theory 45, No. 18, 15-19 (2015). Summary: This article considers a complete continuous market model, in which the underlying asset price follows a geometric Brownian motion. Using Girsanov theorem, reflection principle and other methods, an exact pricing formula for the double exponential barrier chained power option is given. MSC: 91G20 Derivative securities (option pricing, hedging, etc.) Keywords:double exponential barriers; power options; Girsanov theorem; chained option PDFBibTeX XMLCite \textit{W. Lu} and \textit{Y. Han}, Math. Pract. Theory 45, No. 18, 15--19 (2015; Zbl 1349.91281)