Pricing and hedging American and hybrid strangles with finite maturity
Year of publication: |
January 2016
|
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Authors: | Abdou, Souleymane Laminou ; Moraux, Franck |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 62.2016, p. 112-125
|
Subject: | American strangles | Early exercise boundaries | Kim representation | Numerical integration | Greek parameters | Hedging | Optionspreistheorie | Option pricing theory | Griechenland | Greece | Optionsgeschäft | Option trading |
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