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Static hedging of standard options
Carr, Peter; Wu, Liuren - In: Journal of financial econometrics : official journal of … 12 (2014) 1, pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
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Analysis of VIX Markets with a time-spread portfolio
Papanicolaou, A. - In: Applied mathematical finance 23 (2016) 5/6, pp. 374-408
Persistent link: https://www.econbiz.de/10011704261
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First-order calculus and option pricing
Carr, Peter - In: Journal of financial engineering 1 (2014) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
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Static replication of barrier-type options via integral equations
Kim, Kyoung-Kuk; Lim, Dong-Young - In: Quantitative finance 21 (2021) 2, pp. 281-294
Persistent link: https://www.econbiz.de/10012424590
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Produktdesign und Semi-Statische Absicherung von Turbo-Zertifikaten
Mahayni, Antje; Suchanecki, Michael - 2005
Turbo-Certificates are one of the most popular structured equity products for private investors in Germany. They can be regarded as special forms of barrier options. The relation between the barrier level and the strike price is especially important for the design of these products. By using a...
Persistent link: https://www.econbiz.de/10010263131
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Robust price bounds for the forward starting straddle
Hobson, David G.; Klimmek, Martin - In: Finance and stochastics 19 (2015) 1, pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
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Pricing and static hedging of American-style options under the jump to default extended CEV model
Ruas, João Pedro; Dias, José Carlos; Nunes, Joaõ … - In: Journal of banking & finance 37 (2013) 11, pp. 4059-4072
Persistent link: https://www.econbiz.de/10010244898
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Static hedging methods for pricing double barrier options
Chen, Yi-Ling; Luo, Hong-Yu; Tsai, Wei-Che; Zhang, Hang - In: Advances in Pacific Basin business, economics and finance 10 (2022), pp. 29-58
Persistent link: https://www.econbiz.de/10013206994
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Sensitivities and hedging of the collateral choice option
Deelstra, Griselda; Grzelak, Lech A.; Wolf, Felix Lukas - In: International journal of theoretical and applied … 25 (2022) 6, pp. 1-35
Persistent link: https://www.econbiz.de/10014235062
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The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck; Ko, Bangwon; Lee, Minha - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014473264