Static hedging of barrier options under general asset dynamics:unification and application
Nalholm, Morten and Poulsen, Rolf
Static hedging of barrier options under general asset dynamics:unification and application J5781 2006 - 2006 - 46 - 60 V. 13 Issue. 4
Derivatives
General asset pricing;Static hedging;Derivatives
Static hedging of barrier options under general asset dynamics:unification and application J5781 2006 - 2006 - 46 - 60 V. 13 Issue. 4
Derivatives
General asset pricing;Static hedging;Derivatives