The pricing and static hedging of multi-step double barrier options
Year of publication: |
2023
|
---|---|
Authors: | Lee, Hangsuck ; Ko, Bangwon ; Lee, Minha |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 55.2023, 1, p. 1-8
|
Subject: | Black-Scholes option price | Jump diffusion | Multi-step double barrier option | Static hedging | Industrieforschung | Industrial research | Optionsgeschäft | Option trading | Hedging | Optionspreistheorie | Option pricing theory | Experiment | Black-Scholes-Modell | Black-Scholes model |
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