Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application

Research output: Working paper › Research

Standard

Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application. / Nalholm, Morten.

Finance Research Unit / Copenhagen University, 2005. p. 1-42.

Research output: Working paper › Research

Harvard

Nalholm, M 2005 'Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application' Finance Research Unit / Copenhagen University, pp. 1-42.

APA

Nalholm, M. (2005). Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application. (pp. 1-42).

Vancouver

Nalholm M. Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application. Finance Research Unit / Copenhagen University. 2005, p. 1-42.

Author

Nalholm, Morten. / Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application. Finance Research Unit / Copenhagen University, 2005. pp. 1-42

Bibtex

@techreport{e53b58a074c611dbbee902004c4f4f50,
title = "Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application",
author = "Morten Nalholm",
year = "2005",
language = "English",
pages = "1--42",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application

AU - Nalholm, Morten

PY - 2005

Y1 - 2005

M3 - Working paper

SP - 1

EP - 42

BT - Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application

CY - Finance Research Unit / Copenhagen University

ER -

ID: 158809