Static versus dynamic hedges: an empirical comparison for barrier options (Q2466425): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11147-007-9010-x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1963586587 / rank | |||
Normal rank | |||
Revision as of 20:03, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Static versus dynamic hedges: an empirical comparison for barrier options |
scientific article |
Statements
Static versus dynamic hedges: an empirical comparison for barrier options (English)
0 references
14 January 2008
0 references
Barrier options
0 references
Static hedging
0 references
Dynamic hedging
0 references
Local volatility model
0 references
Empirical hedging analysis
0 references
