Barrier options: Behind the mirror - Applying a probabilistic version of the static hedging result for barrier options in the presence of stochastic volatility.
| Year of publication: |
2001
|
|---|---|
| Authors: | Andreasen, Jesper |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 14.2001, 11, p. 109-110
|