Static Hedging and Model Risk for Barrier Options

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Standard

Static Hedging and Model Risk for Barrier Options. / Nalholm, Morten; Poulsen, Rolf.

I: Journal of Futures Markets, Bind 26, Nr. 5, 2006, s. 449-463.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Nalholm, M & Poulsen, R 2006, 'Static Hedging and Model Risk for Barrier Options', Journal of Futures Markets, bind 26, nr. 5, s. 449-463.

APA

Nalholm, M., & Poulsen, R. (2006). Static Hedging and Model Risk for Barrier Options. Journal of Futures Markets, 26(5), 449-463.

Vancouver

Nalholm M, Poulsen R. Static Hedging and Model Risk for Barrier Options. Journal of Futures Markets. 2006;26(5):449-463.

Author

Nalholm, Morten ; Poulsen, Rolf. / Static Hedging and Model Risk for Barrier Options. I: Journal of Futures Markets. 2006 ; Bind 26, Nr. 5. s. 449-463.

Bibtex

@article{ae9fe3206c3611dcbee902004c4f4f50,
title = "Static Hedging and Model Risk for Barrier Options",
author = "Morten Nalholm and Rolf Poulsen",
year = "2006",
language = "English",
volume = "26",
pages = "449--463",
journal = "Journal of Futures Markets",
issn = "0270-7314",
publisher = "Wiley",
number = "5",

}

RIS

TY - JOUR

T1 - Static Hedging and Model Risk for Barrier Options

AU - Nalholm, Morten

AU - Poulsen, Rolf

PY - 2006

Y1 - 2006

M3 - Journal article

VL - 26

SP - 449

EP - 463

JO - Journal of Futures Markets

JF - Journal of Futures Markets

SN - 0270-7314

IS - 5

ER -

ID: 1085105