Static versus dynamic hedges: an empirical comparison for barrier options
| Year of publication: |
2006
|
|---|---|
| Authors: | Engelmann, Bernd ; Fengler, Matthias ; Nalholm, Morten ; Schwendner, Peter |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 9.2006, 3, p. 239-264
|
| Publisher: |
Springer |
| Subject: | Barrier options | Static hedging | Dynamic hedging | Local volatility model | Empirical hedging analysis |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005709832