Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application
Research output: Working paper › Research
Standard
Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application. / Nalholm, Morten.
Finance Research Unit / Copenhagen University, 2005. p. 1-42.Research output: Working paper › Research
Harvard
Nalholm, M 2005 'Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application' Finance Research Unit / Copenhagen University, pp. 1-42.
APA
Nalholm, M. (2005). Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application. (pp. 1-42).
Vancouver
Nalholm M. Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application. Finance Research Unit / Copenhagen University. 2005, p. 1-42.
Author
Bibtex
@techreport{e53b58a074c611dbbee902004c4f4f50,
title = "Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application",
author = "Morten Nalholm",
year = "2005",
language = "English",
pages = "1--42",
type = "WorkingPaper",
}
RIS
TY - UNPB
T1 - Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application
AU - Nalholm, Morten
PY - 2005
Y1 - 2005
M3 - Working paper
SP - 1
EP - 42
BT - Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application
CY - Finance Research Unit / Copenhagen University
ER -
ID: 158809