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~person:"Ruf, Johannes"
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Ruf, Johannes
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On the hedging of options on exploding exchange rates
Carr, Peter
;
Fisher, Travis
;
Ruf, Johannes
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
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2
On the hedging of options on exploding exchange rates
Carr, Peter
;
Fisher, Travis
;
Ruf, Johannes
- In:
Finance and Stochastics
18
(
2014
)
1
,
pp. 115-144
underlying follows strict local martingale dynamics. More precisely, we discuss a
change
of
numéraire
(change of currency …
Persistent link: https://www.econbiz.de/10010997045
Saved in:
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