Static hedging of barrier options under general asset dynamics : unification and application
Morten Nalholm and Rolf Poulsen
| Year of publication: |
2006
|
|---|---|
| Authors: | Nalholm, Morten ; Poulsen, Rolf |
| 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. 13.2006, 4, p. 46-60
|
| Subject: | Optionsgeschäft | Option trading | Hedging | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| 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/10003346503