Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application. / Nalholm, Morten; Poulsen, Rolf.

In: Journal of Derivatives, Vol. 13, No. 4, 2006, p. 46-60.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Nalholm, M & Poulsen, R 2006, 'Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application', Journal of Derivatives, vol. 13, no. 4, pp. 46-60.

APA

Nalholm, M., & Poulsen, R. (2006). Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application. Journal of Derivatives, 13(4), 46-60.

Vancouver

Nalholm M, Poulsen R. Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application. Journal of Derivatives. 2006;13(4):46-60.

Author

Nalholm, Morten ; Poulsen, Rolf. / Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application. In: Journal of Derivatives. 2006 ; Vol. 13, No. 4. pp. 46-60.

Bibtex

@article{636cb7f06c3811dcbee902004c4f4f50,

title = "Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application",

author = "Morten Nalholm and Rolf Poulsen",

year = "2006",

language = "English",

volume = "13",

pages = "46--60",

journal = "Journal of Derivatives",

issn = "1074-1240",

publisher = "Institutional Investor",

number = "4",

}

RIS

TY - JOUR

T1 - Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application

AU - Nalholm, Morten

AU - Poulsen, Rolf

PY - 2006

Y1 - 2006

M3 - Journal article

VL - 13

SP - 46

EP - 60

JO - Journal of Derivatives

JF - Journal of Derivatives

SN - 1074-1240

IS - 4

ER -

ID: 1120611