Barrier Options and Their Static hedges: Simple Derivations and Extensions
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Quantitative Finance |
| Issue number | 6(4) |
| Pages (from-to) | 327-335 |
| ISSN | 1469-7688 |
| Publication status | Published - 2006 |
ID: 1087530