Optimal approximations of nonlinear payoffs in static replication
Qiang Liu
| Year of publication: |
2010
|
|---|---|
| Authors: | Liu, Qiang |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 30.2010, 11, p. 1082-1099
|
| Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Hedging | Theorie | 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://ebvufind01.dmz1.zbw.eu/10008900938