Semi-static hedging for certain Margrabe-type options with barriers
Year of publication: |
2011
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Authors: | Schmutz, Michael |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 11.2011, 7, p. 979-986
|
Publisher: |
Taylor & Francis Journals |
Saved in:
Online Resource
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