Hedging barrier options: Current methods and alternatives
Year of publication: |
2001
|
---|---|
Authors: | Dupont, Dominique Y. |
Publisher: |
Vienna : Institute for Advanced Studies (IHS) |
Subject: | Optionsgeschäft | Hedging | Theorie | Barrier Options | barrier options | static hedging | mean-square hedging |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 740377043 [GVK] hdl:10419/71254 [Handle] RePEc:ihs:ihsesp:103 [RePEc] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; C63 - Computational Techniques |
Source: |
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Hedging Barrier Options: Current Methods and Alternatives
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