Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Journal of Derivatives |
| Volume | 13 |
| Issue number | 4 |
| Pages (from-to) | 46-60 |
| ISSN | 1074-1240 |
| Publication status | Published - 2006 |
ID: 1120611