Auto-static for the people: risk-minimizing hedges of barrier options.
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- Review of Derivatives Research, 2009, v. 12, n. 3, p. 193, doi. 10.1007/s11147-009-9040-7
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- Article
Works matching IS 13806645 AND DT 2009 AND VI 12 AND IP 3
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2
A tale of two volatilities.
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- Review of Derivatives Research, 2009, v. 12, n. 3, p. 213, doi. 10.1007/s11147-009-9038-1
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- Article
3
Microstructural biases in empirical tests of option pricing models.
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- Review of Derivatives Research, 2009, v. 12, n. 3, p. 169, doi. 10.1007/s11147-009-9039-0
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- Article