Multi-step barrier products and static hedging
Hangsuck Lee, Yang Ho Choi, Gaeun Lee
| Year of publication: |
2022
|
|---|---|
| Authors: | Lee, Hangsuck ; Choi, Yang Ho ; Lee, Gaeun |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 61.2022, p. 1-19
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| Subject: | Barrier option | Esscher transform | Extended static hedging | Multi-step barrier | Multi-step reflection principle | Reflection principle | Static hedging | Hedging | Theorie | Theory | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101676 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013449307