Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | Journal of Derivatives |
Volume | 13 |
Issue number | 4 |
Pages (from-to) | 46-60 |
ISSN | 1074-1240 |
Publication status | Published - 2006 |
ID: 1120611