Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application
| Year of publication: |
2006
|
|---|---|
| Authors: | Nalholm, Morten ; Poulsen, Rolf |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 13.2006, 4, p. 46-60
|