The Long and Short of Static Hedging with Frictions
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
The Long and Short of Static Hedging with Frictions. / Poulsen, Rolf; Siven, Johannes.
In: Wilmott, No. 38, 2008, p. 62-67.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Poulsen, R & Siven, J 2008, 'The Long and Short of Static Hedging with Frictions', Wilmott, no. 38, pp. 62-67.
APA
Poulsen, R., & Siven, J. (2008). The Long and Short of Static Hedging with Frictions. Wilmott, (38), 62-67.
Vancouver
Poulsen R, Siven J. The Long and Short of Static Hedging with Frictions. Wilmott. 2008;(38):62-67.
Author
Bibtex
@article{c3f925200cb211ddbee902004c4f4f50,
title = "The Long and Short of Static Hedging with Frictions",
abstract = "Udgivelsesdato: November 2008",
author = "Rolf Poulsen and Johannes Siven",
year = "2008",
language = "English",
pages = "62--67",
journal = "Wilmott",
issn = "1540-6962",
publisher = "Wiley",
number = "38",
}
RIS
TY - JOUR
T1 - The Long and Short of Static Hedging with Frictions
AU - Poulsen, Rolf
AU - Siven, Johannes
PY - 2008
Y1 - 2008
N2 - Udgivelsesdato: November 2008
AB - Udgivelsesdato: November 2008
M3 - Journal article
SP - 62
EP - 67
JO - Wilmott
JF - Wilmott
SN - 1540-6962
IS - 38
ER -
ID: 3705906