Auto-static for the people : risk-minimizing hedges of barrier options
Johannes Siven; Rolf Poulsen
| Year of publication: |
2009
|
|---|---|
| Authors: | Siven, Johannes ; Poulsen, Rolf |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 12.2009, 3, p. 193-211
|
| Subject: | Hedging | Risikomanagement | Risk management | Optionsgeschäft | Option trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003882897