Auto-static for the people: risk-minimizing hedges of barrier options
| Year of publication: |
2009
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|---|---|
| Authors: | Siven, Johannes ; Poulsen, Rolf |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 12.2009, 3, p. 193-212
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