Auto-Static for the People: Risk-Minimizing Hedges of Barrier Options
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Review of Derivatives Research |
| Volume | 12 |
| Issue number | 3 |
| Pages (from-to) | 193-211 |
| ISSN | 1380-6645 |
| Publication status | Published - 2009 |
ID: 3705893