PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS

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Publication:5389100

DOI10.1142/S0219024911006516zbMath1236.91136OpenAlexW2143941289MaRDI QIDQ5389100

Jan Obłój, Frédérik Ulmer

Publication date: 24 April 2012

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024911006516




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