Pricing and hedging quanto forward-starting floating-strike Asian options
Chuang-Chang Chang, Tzu-Hsiang Liao, and Chueh-Yung Tsao
| Year of publication: |
2011
|
|---|---|
| Authors: | Chang, Chuang-chang ; Liao, Tzu-hsiang ; Tsao, Chueh-yung |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 18.2011, 3, p. 37-53
|
| Subject: | Hedging | Optionspreistheorie | Option pricing theory | 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/10009229667