Static Hedging and Model Risk for Barrier Options
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Journal of Futures Markets |
| Volume | 26 |
| Issue number | 5 |
| Pages (from-to) | 449-463 |
| ISSN | 0270-7314 |
| Publication status | Published - 2006 |
ID: 1085105