Static Hedging and Pricing American Knock-Out Options
Year of publication: |
2013
|
---|---|
Authors: | Chung, San-Lin ; Shih, Pai-Ta ; Tsai, Wei-Che |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 20.2013, 4, p. 23-48
|
Saved in:
Saved in favorites
Similar items by person
-
A modified static hedging method for continuous barrier options
Chung, San-lin, (2010)
-
Static hedging and pricing American knock-out options
Chung, San-lin, (2013)
-
Static hedging and pricing American knock-in put options
Chung, San-lin, (2013)
- More ...