Static versus dynamic hedges: an empirical comparison for barrier options.
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- Review of Derivatives Research, 2006, v. 9, n. 3, p. 239, doi. 10.1007/s11147-007-9010-x
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Works matching IS 13806645 AND DT 2006 AND VI 9 AND IP 3
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2
Fourier transformation and the pricing of average-rate derivatives.
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- Review of Derivatives Research, 2006, v. 9, n. 3, p. 187, doi. 10.1007/s11147-007-9013-7
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- Article
3
Two-dimensional risk-neutral valuation relationships for the pricing of options.
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- Review of Derivatives Research, 2006, v. 9, n. 3, p. 213, doi. 10.1007/s11147-007-9009-3
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- Article