The Long and Short of Static Hedging with Frictions

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Standard

The Long and Short of Static Hedging with Frictions. / Poulsen, Rolf; Siven, Johannes.

I: Wilmott, Nr. 38, 2008, s. 62-67.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Poulsen, R & Siven, J 2008, 'The Long and Short of Static Hedging with Frictions', Wilmott, nr. 38, s. 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

Poulsen, Rolf ; Siven, Johannes. / The Long and Short of Static Hedging with Frictions. I: Wilmott. 2008 ; Nr. 38. s. 62-67.

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