EXOTIC OPTIONS: STATIC BARRIERS - Providing static hedging strategies that work for a wide range of barrier types and are consistent with the volatility smile.
| Year of publication: |
2000
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|---|---|
| Authors: | Andersen, Leif ; Andreasen, Jesper |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 13.2000, 9, p. 120-122
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