Static versus dynamic hedges: an empirical comparison for barrier options
| Year of publication: |
2006
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|---|---|
| Authors: | Engelmann, Bernd ; Fengler, Matthias R. ; Nalholm, Morten ; Schwendner, Peter |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 9.2006, 3, p. 239
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