Barrier options and their static hedges: simple derivations and extensions (Q3437386): Difference between revisions
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Property / cites work: Hedging lookback and partial lookback options using Malliavin calculus / rank | |||
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Property / cites work: Arbitrage Theory in Continuous Time / rank | |||
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Property / cites work: Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility / rank | |||
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Property / cites work: Pricing Options With Curved Boundaries<sup>1</sup> / rank | |||
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Property / cites work: Pricing Barrier Options with Time–Dependent Coefficients / rank | |||
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Property / cites work: HEDGING DOUBLE BARRIERS WITH SINGLES / rank | |||
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Latest revision as of 18:40, 25 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Barrier options and their static hedges: simple derivations and extensions |
scientific article |
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Barrier options and their static hedges: simple derivations and extensions (English)
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9 May 2007
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barrier option
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static hedging
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