A remark on static hedging of options written on the last exit time
Year of publication: |
2011
|
---|---|
Authors: | Imamura, Yuri |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 14.2011, 3, p. 333-347
|
Subject: | Static hedging strategy | Exotic option | Last exit time | Carr-Chou's symmetry formula | Hedging | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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