A General Approach to Hedging Options: Applications to Barrier and Partial Barrier Options
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Publication:4795993
DOI10.1111/1467-9965.02007zbMath1029.91024MaRDI QIDQ4795993
Publication date: 1 February 2004
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.02007
62P05: Applications of statistics to actuarial sciences and financial mathematics
60H30: Applications of stochastic analysis (to PDEs, etc.)
91G20: Derivative securities (option pricing, hedging, etc.)
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Cites Work