摘要翻译：
在Black-Scholes模型中，我们确定了具有任意数量障碍期的数字双障碍期权的价格。这意味着屏障在某些时间间隔内是有效的，但在此期间被关闭。作为一个应用，我们计算了单个券为数字双障碍期权的结构票据的结构底板的价值。这个值也可以用一个走廊的价格来近似。
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英文标题：
《Digital double barrier options: Several barrier periods and structure
  floors》
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作者：
S\"uhan Altay, Stefan Gerhold, Karin Hirhager
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最新提交年份：
2012
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Pricing of Securities        证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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英文摘要：
  We determine the price of digital double barrier options with an arbitrary number of barrier periods in the Black-Scholes model. This means that the barriers are active during some time intervals, but are switched off in between. As an application, we calculate the value of a structure floor for structured notes whose individual coupons are digital double barrier options. This value can also be approximated by the price of a corridor put.
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PDF链接：
https://arxiv.org/pdf/1207.4608