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Persistent link: https://www.econbiz.de/10009231072
This paper considers various options replication methods. Firstly, a specific type of barrier option, an up-and-out call, is considered. Other barrier options are briefly also described, and various types of barriers are considered. Secondly, a general definition of replication methods is...
Persistent link: https://www.econbiz.de/10008549672