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~person:"Davis, Mark H. A."
~isPartOf:"Wirtschaftsuniversität Wien - Institut für Informationsverarbeitung und -wirtschaft - SFB Adaptive Information Systems and Modelling in Economics and Management Science"
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Wirtschaftsuniversität Wien - Institut für Informationsverarbeitung und -wirtschaft - SFB Adaptive Information Systems and Modelling in Economics and Management Science
Wirtschaftsuniversität Wien - Forschungsbezogene elektronische Publikationen
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Installment Options and Static Hedging
Davis, Mark H. A.
;
Schachermayer, Walter
;
Tompkins, …
-
2001
This paper discusses pricing and risk management of static hedges.
Persistent link: https://www.econbiz.de/10005841597
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