Static hedging of barrier options under general asset dynamics: Unification & application

Journal of Derivatives

Volumn 13, Issue 4, 2006, Pages 46-60

  Nalholm, Morten ^a   Poulsen, Rolf ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84973630976     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2006.635420     Document Type: Article

References (19)

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