Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application. / Nalholm, Morten; Poulsen, Rolf.
In: Journal of Derivatives, Vol. 13, No. 4, 2006, p. 46-60.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Nalholm, M & Poulsen, R 2006, 'Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application', Journal of Derivatives, vol. 13, no. 4, pp. 46-60.
APA
Nalholm, M., & Poulsen, R. (2006). Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application. Journal of Derivatives, 13(4), 46-60.
Vancouver
Nalholm M, Poulsen R. Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application. Journal of Derivatives. 2006;13(4):46-60.
Author
Bibtex
@article{636cb7f06c3811dcbee902004c4f4f50,
title = "Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application",
author = "Morten Nalholm and Rolf Poulsen",
year = "2006",
language = "English",
volume = "13",
pages = "46--60",
journal = "Journal of Derivatives",
issn = "1074-1240",
publisher = "Institutional Investor",
number = "4",
}
RIS
TY - JOUR
T1 - Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application
AU - Nalholm, Morten
AU - Poulsen, Rolf
PY - 2006
Y1 - 2006
M3 - Journal article
VL - 13
SP - 46
EP - 60
JO - Journal of Derivatives
JF - Journal of Derivatives
SN - 1074-1240
IS - 4
ER -
ID: 1120611