Static hedging of Asian options under Lévy models : the comonotonicity approach
Hansjörg Albrecher ...
| Year of publication: |
2003
|
|---|---|
| Authors: | Albrecher, Hansjörg ; Dhaene, Jan ; Goovaerts, Marc J. ; Schoutens, Wim |
| Publisher: |
Leuven |
| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Hedging | Theorie | Theory |
| Extent: | 17 S |
|---|---|
| Series: | Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics. - Leuven, ZDB-ID 2175901-7. - Vol. 0365 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.econ.kuleuven.ac.be/tew/academic/actuawet/pdfs/asianhedge.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001938553