A modified static hedging method for continuous barrier options
Year of publication: |
2010
|
---|---|
Authors: | Chung, San-lin ; Shih, Pai-ta ; Tsai, Wei-che |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 30.2010, 12, p. 1150-1166
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Hedging | Theorie | Theory |
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