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COMPUTING BOUNDS ON RISK-NEUTR...
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Static hedging of standard options
Carr, Peter
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Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
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First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
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2014
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1
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pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
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Analysis of VIX Markets with a time-spread portfolio
Papanicolaou, A.
- In:
Applied mathematical finance
23
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2016
)
5/6
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pp. 374-408
Persistent link: https://www.econbiz.de/10011704261
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The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
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