Hedging double barriers with singles

International Journal of Theoretical and Applied Finance

Volumn 8, Issue 3, 2005, Pages 393-407

  Sbuelz, Alessandro ^a  

^a TILBURG UNIVERSITY   (Netherlands)

Author keywords

Double barrier options; Single barrier options; Static hedging

Indexed keywords

EID: 18644384497     PISSN: 02190249     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219024905002998     Document Type: Article

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