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Static versus dynamic hedges: an empirical comparison for barrier options
Engelmann, Bernd; Fengler, Matthias R.; Nalholm, Morten; … - In: Review of derivatives research 9 (2006) 3, pp. 239
Persistent link: https://www.econbiz.de/10007877250
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Static versus dynamic hedges : an empirical comparison for barrier options
Engelmann, Bernd; Fengler, Matthias R.; Nalholm, Morten; … - In: Review of derivatives research 9 (2006) 3, pp. 239-264
Persistent link: https://www.econbiz.de/10003608141
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Auto-static for the people: risk-minimizing hedges of barrier options
Siven, Johannes; Poulsen, Rolf - In: Review of derivatives research 12 (2009) 3, pp. 193-212
Persistent link: https://www.econbiz.de/10008300775
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Auto-static for the people : risk-minimizing hedges of barrier options
Siven, Johannes; Poulsen, Rolf - In: Review of derivatives research 12 (2009) 3, pp. 193-211
Persistent link: https://www.econbiz.de/10003882897