Barrier options and their static hedges: Simple derivations and extensions

Quantitative Finance

Volumn 6, Issue 4, 2006, Pages 327-335

  Poulsen, Rolf ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Barrier option; Static hedging

Indexed keywords

EID: 33747587667     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680600690331     Document Type: Review

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