A remark on static hedging of options written on the last exit time
Year of publication: |
2011
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Authors: | Imamura, Yuri |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 14.2011, 3, p. 333-348
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