HEDGING DOUBLE BARRIERS WITH SINGLES (Q3023924): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / cites work | |||
| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Pricing Options With Curved Boundaries<sup>1</sup> / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Pricing double barrier options using Laplace transforms / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1142/s0219024905002998 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2158765561 / rank | |||
Normal rank | |||
Latest revision as of 09:47, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HEDGING DOUBLE BARRIERS WITH SINGLES |
scientific article |
Statements
HEDGING DOUBLE BARRIERS WITH SINGLES (English)
0 references
6 July 2005
0 references
single barrier options
0 references
static hedging
0 references
