Barrier Options and Their Static hedges: Simple Derivations and Extensions
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Barrier Options and Their Static hedges: Simple Derivations and Extensions. / Poulsen, Rolf.
In: Quantitative Finance, No. 6(4), 2006, p. 327-335.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Poulsen, R 2006, 'Barrier Options and Their Static hedges: Simple Derivations and Extensions', Quantitative Finance, no. 6(4), pp. 327-335.
APA
Poulsen, R. (2006). Barrier Options and Their Static hedges: Simple Derivations and Extensions. Quantitative Finance, (6(4)), 327-335.
Vancouver
Poulsen R. Barrier Options and Their Static hedges: Simple Derivations and Extensions. Quantitative Finance. 2006;(6(4)):327-335.
Author
Bibtex
@article{c245a4506c3611dcbee902004c4f4f50,
title = "Barrier Options and Their Static hedges: Simple Derivations and Extensions",
author = "Rolf Poulsen",
year = "2006",
language = "English",
pages = "327--335",
journal = "Quantitative Finance",
issn = "1469-7688",
publisher = "Routledge",
number = "6(4)",
}
RIS
TY - JOUR
T1 - Barrier Options and Their Static hedges: Simple Derivations and Extensions
AU - Poulsen, Rolf
PY - 2006
Y1 - 2006
M3 - Journal article
SP - 327
EP - 335
JO - Quantitative Finance
JF - Quantitative Finance
SN - 1469-7688
IS - 6(4)
ER -
ID: 1087530