Static hedging and model risk for barrier options
Morten Nalholm; Rolf Poulsen
| Year of publication: |
2006
|
|---|---|
| Authors: | Nalholm, Morten ; Poulsen, Rolf |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 26.2006, 5, p. 449-463
|
| Subject: | Optionspreistheorie | Option pricing theory | Hedging |
| Extent: | graph. Darst. |
|---|---|
| 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/10003309338