A remark on static hedging of options written on the last exit time
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Publication:660160
DOI10.1007/s11147-010-9059-9zbMath1232.91667MaRDI QIDQ660160
Publication date: 26 January 2012
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11147-010-9059-9
91G20: Derivative securities (option pricing, hedging, etc.)
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