Static Hedging and Model Risk for Barrier Options
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Standard
Static Hedging and Model Risk for Barrier Options. / Nalholm, Morten; Poulsen, Rolf.
I: Journal of Futures Markets, Bind 26, Nr. 5, 2006, s. 449-463.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Nalholm, M & Poulsen, R 2006, 'Static Hedging and Model Risk for Barrier Options', Journal of Futures Markets, bind 26, nr. 5, s. 449-463.
APA
Nalholm, M., & Poulsen, R. (2006). Static Hedging and Model Risk for Barrier Options. Journal of Futures Markets, 26(5), 449-463.
Vancouver
Nalholm M, Poulsen R. Static Hedging and Model Risk for Barrier Options. Journal of Futures Markets. 2006;26(5):449-463.
Author
Bibtex
@article{ae9fe3206c3611dcbee902004c4f4f50,
title = "Static Hedging and Model Risk for Barrier Options",
author = "Morten Nalholm and Rolf Poulsen",
year = "2006",
language = "English",
volume = "26",
pages = "449--463",
journal = "Journal of Futures Markets",
issn = "0270-7314",
publisher = "Wiley",
number = "5",
}
RIS
TY - JOUR
T1 - Static Hedging and Model Risk for Barrier Options
AU - Nalholm, Morten
AU - Poulsen, Rolf
PY - 2006
Y1 - 2006
M3 - Journal article
VL - 26
SP - 449
EP - 463
JO - Journal of Futures Markets
JF - Journal of Futures Markets
SN - 0270-7314
IS - 5
ER -
ID: 1085105