A remark on static hedging of options written on the last exit time (Q660160): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:54, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A remark on static hedging of options written on the last exit time |
scientific article |
Statements
A remark on static hedging of options written on the last exit time (English)
0 references
26 January 2012
0 references
static hedging strategy
0 references
exotic option
0 references
last exit time
0 references
Carr-Chou's symmetry formula
0 references
