Static hedging of Asian options under Lévy models
Year of publication: |
2005
|
---|---|
Authors: | Albrecher, Hansjörg ; Dhaene, Jan ; Goovaerts, Marc J. ; Schoutens, Wim |
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. 12.2004, 3, p. 63-72
|
Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Hedging | Theorie | Theory |
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