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

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Standard

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

I: Journal of Derivatives, Bind 13, Nr. 4, 2006, s. 46-60.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Nalholm, M & Poulsen, R 2006, 'Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application', Journal of Derivatives, bind 13, nr. 4, s. 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. I: Journal of Derivatives. 2006 ; Bind 13, Nr. 4. s. 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