Optimal static-dynamic hedges for barrier options
Year of publication: |
2006
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Authors: | Ilhan, Aytaç ; Sircar, Kaushik Ronnie |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 16.2006, 2, p. 359-385
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Subject: | Optionspreistheorie | Option pricing theory | Hedging | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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