Static hedging methods for pricing double barrier options
Year of publication: |
2022
|
---|---|
Authors: | Chen, Yi-Ling ; Luo, Hong-Yu ; Tsai, Wei-Che ; Zhang, Hang |
Published in: |
Advances in Pacific Basin business, economics and finance. - Bingley : Emerald, ISSN 2514-4669, ZDB-ID 2931955-9. - Vol. 10.2022, p. 29-58
|
Subject: | Static hedging | double barrier options | binary options | hedgingefficiency | option pricing | exotic options | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Hedging | Industrieforschung | Industrial research | Experiment |
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