Barrier Options and Their Static hedges: Simple Derivations and Extensions

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Standard

Barrier Options and Their Static hedges: Simple Derivations and Extensions. / Poulsen, Rolf.

I: Quantitative Finance, Nr. 6(4), 2006, s. 327-335.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Poulsen, R 2006, 'Barrier Options and Their Static hedges: Simple Derivations and Extensions', Quantitative Finance, nr. 6(4), s. 327-335.

APA

Poulsen, R. (2006). Barrier Options and Their Static hedges: Simple Derivations and Extensions. Quantitative Finance, (6(4)), 327-335.

Vancouver

Poulsen R. Barrier Options and Their Static hedges: Simple Derivations and Extensions. Quantitative Finance. 2006;(6(4)):327-335.

Author

Poulsen, Rolf. / Barrier Options and Their Static hedges: Simple Derivations and Extensions. I: Quantitative Finance. 2006 ; Nr. 6(4). s. 327-335.

Bibtex

@article{c245a4506c3611dcbee902004c4f4f50,
title = "Barrier Options and Their Static hedges: Simple Derivations and Extensions",
author = "Rolf Poulsen",
year = "2006",
language = "English",
pages = "327--335",
journal = "Quantitative Finance",
issn = "1469-7688",
publisher = "Routledge",
number = "6(4)",

}

RIS

TY - JOUR

T1 - Barrier Options and Their Static hedges: Simple Derivations and Extensions

AU - Poulsen, Rolf

PY - 2006

Y1 - 2006

M3 - Journal article

SP - 327

EP - 335

JO - Quantitative Finance

JF - Quantitative Finance

SN - 1469-7688

IS - 6(4)

ER -

ID: 1087530