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Static hedging of Asian options under Lévy models
Albrecher, Hansjörg; Dhaene, Jan; Goovaerts, Marc J.; … - In: The journal of derivatives : the official publication … 12 (2004) 3, pp. 63-72
Persistent link: https://www.econbiz.de/10002672510
Cover Image
Static Hedging of Asian Options under Lévy Models
Albrecher, Hansjörg; Dhaene, Jan; Goovaerts, Marc; … - In: The journal of derivatives : the official publication … 12 (2005) 3, pp. 63
Persistent link: https://www.econbiz.de/10005923133