A remark on static hedging of options written on the last exit time
| Year of publication: |
2011
|
|---|---|
| Authors: | Imamura, Yuri |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 14.2011, 3, p. 333-347
|
| Publisher: |
Springer |
| Subject: | Static hedging strategy | Exotic option | Last exit time | Carr-Chou’s symmetry formula |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009327366