Barrier options and their static hedges: simple derivations and extensions (Q3437386): Difference between revisions

@@ Property / author @@
-Rolf Poulsen
@@ Property / author: Rolf Poulsen / rank @@
-Normal rank
@@ Property / author @@
+Rolf Poulsen
@@ Property / author: Rolf Poulsen / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697680600690331
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@@ Property / OpenAlex ID @@
+W2112837929
@@ Property / OpenAlex ID: W2112837929 / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging lookback and partial lookback options using Malliavin calculus
+Normal rank
@@ Property / cites work @@
+Arbitrage Theory in Continuous Time
@@ Property / cites work: Arbitrage Theory in Continuous Time / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility
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@@ Property / cites work @@
+Pricing Options With Curved Boundaries<sup>1</sup>
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@@ Property / cites work @@
+Pricing Barrier Options with Time–Dependent Coefficients
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@@ Property / cites work @@
+HEDGING DOUBLE BARRIERS WITH SINGLES
@@ Property / cites work: HEDGING DOUBLE BARRIERS WITH SINGLES / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3437386