A remark on static hedging of options written on the last exit time
Yuri Imamura
| Year of publication: |
2011
|
|---|---|
| Authors: | Imamura, Yuri |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 14.2011, 3, p. 333-347
|
| Subject: | Static hedging strategy | Exotic option | Last exit time | Carr-Chou's symmetry formula | Hedging | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009349985