Auto-Static for the People: Risk-Minimizing Hedges of Barrier Options
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Auto-Static for the People: Risk-Minimizing Hedges of Barrier Options. / Poulsen, Rolf; Siven, Johannes.
In: Review of Derivatives Research, Vol. 12, No. 3, 2009, p. 193-211.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Poulsen, R & Siven, J 2009, 'Auto-Static for the People: Risk-Minimizing Hedges of Barrier Options', Review of Derivatives Research, vol. 12, no. 3, pp. 193-211.
APA
Poulsen, R., & Siven, J. (2009). Auto-Static for the People: Risk-Minimizing Hedges of Barrier Options. Review of Derivatives Research, 12(3), 193-211.
Vancouver
Poulsen R, Siven J. Auto-Static for the People: Risk-Minimizing Hedges of Barrier Options. Review of Derivatives Research. 2009;12(3):193-211.
Author
Bibtex
@article{491af0f00cb111ddbee902004c4f4f50,
title = "Auto-Static for the People: Risk-Minimizing Hedges of Barrier Options",
author = "Rolf Poulsen and Johannes Siven",
year = "2009",
language = "English",
volume = "12",
pages = "193--211",
journal = "Review of Derivatives Research",
issn = "1380-6645",
publisher = "Springer",
number = "3",
}
RIS
TY - JOUR
T1 - Auto-Static for the People: Risk-Minimizing Hedges of Barrier Options
AU - Poulsen, Rolf
AU - Siven, Johannes
PY - 2009
Y1 - 2009
M3 - Journal article
VL - 12
SP - 193
EP - 211
JO - Review of Derivatives Research
JF - Review of Derivatives Research
SN - 1380-6645
IS - 3
ER -
ID: 3705893