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Journal of Finance
Volumn 53, Issue 3, 1998, Pages 1165-1190
Static hedging of exotic options
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Indexed keywords

EID: 0005997636     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00048     Document Type: Article
Times cited : (192)
References (14)
  • 2
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    • Bates, D.1
  • 3
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    • The pricing of commodity contracts
    • Black, Fischer, 1976, The pricing of commodity contracts, Journal of Financial Economics 3, 167-179.
    • (1976) Journal of Financial Economics , vol.3 , pp. 167-179
    • Black, F.1
  • 4
    • 85015692260 scopus 로고
    • The pricing of options and corporate liabilities
    • Black, Fischer, and Myron Scholes, 1973, The pricing of options and corporate liabilities, The Journal of Political Economy 81, 637-659.
    • (1973) The Journal of Political Economy , vol.81 , pp. 637-659
    • Black, F.1    Scholes, M.2
  • 5
    • 0039223061 scopus 로고
    • Static simplicity
    • Bowie, Jonathon, and Peter Carr, 1994, Static simplicity, Risk 7, 45-49.
    • (1994) Risk , vol.7 , pp. 45-49
    • Bowie, J.1    Carr, P.2
  • 7
    • 0040407399 scopus 로고
    • Digitals diffused
    • Chriss, Neil, and Michael Ong, 1995, Digitals diffused, Risk 8, 56-59.
    • (1995) Risk , vol.8 , pp. 56-59
    • Chriss, N.1    Michael, O.2
  • 8
    • 0005995603 scopus 로고
    • Forever hedged
    • Derman, Emanuel, Deniz Ergener, and Iraj Kani, 1994, Forever hedged, Risk 7, 139-145.
    • (1994) Risk , vol.7 , pp. 139-145
    • Derman, E.1    Ergener, D.2    Kani, I.3
  • 9
    • 0002004145 scopus 로고
    • Pricing with a smile
    • Dupire, Bruno, 1994, Pricing with a smile, Risk 7, 18-20.
    • (1994) Risk , vol.7 , pp. 18-20
    • Dupire, B.1
  • 10
    • 0040407401 scopus 로고
    • Roll-up puts, roll-down calls, and contingent premium options
    • Gastineau, Gary, 1994, Roll-up puts, roll-down calls, and contingent premium options, The Journal of Derivatives 1, 40-43.
    • (1994) The Journal of Derivatives , vol.1 , pp. 40-43
    • Gastineau, G.1
  • 11
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    • The American put option valued analytically
    • Geske, Robert, and Herbert Johnson, 1984, The American put option valued analytically, Journal of Finance 39, 1511-1524.
    • (1984) Journal of Finance , vol.39 , pp. 1511-1524
    • Geske, R.1    Johnson, H.2
  • 12
    • 84986779671 scopus 로고
    • Pricing options with curved boundaries
    • Kunitomo, Naoto, and Masayuki Ikeda, 1992, Pricing options with curved boundaries, Mathematical Finance, 275-298.
    • (1992) Mathematical Finance , pp. 275-298
    • Kunitomo, N.1    Ikeda, M.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.