On the hedging of options on exploding exchange rates
Peter Carr; Travis Fisher; Johannes Ruf
| Year of publication: |
2014
|
|---|---|
| Authors: | Carr, Peter ; Fisher, Travis ; Ruf, Johannes |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 18.2014, 1, p. 115-144
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| Subject: | Foreign exchange | Pricing operator | Put-call parity | Strict local martingales | Föllmer measure | Change of numéraire | Hyperinflation | Hedging | Wechselkurs | Exchange rate | Martingal | Martingale | Optionspreistheorie | Option pricing theory | Währungsderivat | Currency derivative | Optionsgeschäft | Option trading |
| 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/10010235456