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htm. Talked about a check list of all the important points that we need to watch for, on every trade. 65 9M Foreign exchange market notes (8) Exp. Furthermore, by definition, the double knock out on the forward with time- dependent barriers is the same as the double knock out on the spot with flat barriers: Combining equations (29) and pimrnov allows us to bound the value for a double knock-out call on the spot between the values of two double knock out calls on the forward: As we know how to replicate each of the two bounds with a static portfolio, we have upper and lower bounds on the double knock out call on the spot.
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