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

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Citationsformater

@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",

}