Auto-Static for the People: Risk-Minimizing Hedges of Barrier Options

8 Citations (Scopus)

Original language	English
Journal	Review of Derivatives Research
Volume	12
Issue number	3
Pages (from-to)	193-211
ISSN	1380-6645
Publication status	Published - 2009

Cite this

@article{491af0f00cb111ddbee902004c4f4f50,

title = "Auto-Static for the People: Risk-Minimizing Hedges of Barrier Options",

author = "Rolf Poulsen and Johannes Siven",

year = "2009",

language = "English",

volume = "12",

pages = "193--211",

journal = "Review of Derivatives Research",

issn = "1380-6645",

publisher = "Springer",

number = "3",

}