HEDGING DOUBLE BARRIERS WITH SINGLES (Q3023924)

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HEDGING DOUBLE BARRIERS WITH SINGLES
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    title
    HEDGING DOUBLE BARRIERS WITH SINGLES (English)
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    author
    Alessandro Sbuelz
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    publication date
    6 July 2005
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    zbMATH DE Number
    2186808
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    zbMATH Keywords
    single barrier options
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    static hedging
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